+230.7%
GM vs TECK
+90.4%
+140.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.8% |
| 7D | -1.1% | +4.9% | -6.0% | -2.4% |
| 30D | -4.6% | +5.2% | -9.8% | -6.0% |
| 3M | +0.2% | +13.8% | -13.6% | -3.8% |
| 6M | +12.6% | +38.5% | -25.9% | +2.0% |
| YTD | +3.7% | +47.3% | -43.7% | -8.1% |
| 1Y | +45.6% | +81.0% | -35.4% | +21.2% |
| 3Y | +162.0% | +79.9% | +82.1% | +112.0% |
| 5Y | +80.5% | +207.9% | -127.4% | +21.3% |
| 10Y | +231.3% | +389.5% | -158.2% | +75.5% |
| All | +230.7% | +90.4% | +140.3% | +120.9% |
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