+39.4%
GM vs TECK
+59.3%
-19.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +3.7% |
| 7D | +12.1% | +2.3% | +9.8% | +11.5% |
| 30D | +15.2% | -5.0% | +20.2% | +16.2% |
| 3M | +4.9% | -0.3% | +5.2% | +4.2% |
| 6M | +22.6% | +13.9% | +8.8% | +16.5% |
| YTD | +14.4% | +35.2% | -20.8% | +5.0% |
| 1Y | +39.4% | +57.5% | -18.1% | +22.8% |
| All | +39.4% | +59.3% | -19.9% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling