+305.3%
GIS vs TECK
+2,265.7%
-1,960.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.7% | -1.7% |
| 7D | -8.3% | +7.8% | -16.0% | -8.6% |
| 30D | +2.2% | +8.3% | -6.1% | +1.8% |
| 3M | +15.7% | +16.1% | -0.4% | +14.7% |
| 6M | -12.0% | +42.9% | -54.8% | -13.7% |
| YTD | -15.0% | +50.8% | -65.7% | -17.0% |
| 1Y | -20.1% | +106.1% | -126.2% | -23.3% |
| 3Y | -34.6% | +84.0% | -118.6% | -37.4% |
| 5Y | -22.8% | +223.5% | -246.3% | -29.2% |
| 10Y | -18.5% | +378.1% | -396.6% | -29.8% |
| All | +305.3% | +2,265.7% | -1,960.4% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling