+25.7%
GPN vs TECK
+377.7%
-352.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -4.3% | -3.8% | -0.5% | -3.6% |
| 30D | 0.0% | +0.7% | -0.7% | -0.4% |
| 3M | +35.8% | +4.6% | +31.2% | +33.5% |
| 6M | +22.0% | +25.1% | -3.1% | +14.6% |
| YTD | +15.2% | +39.2% | -24.0% | +4.8% |
| 1Y | +3.5% | +60.3% | -56.8% | -9.3% |
| 3Y | -26.9% | +62.9% | -89.8% | -38.2% |
| 5Y | -44.2% | +181.5% | -225.7% | -60.0% |
| All | +25.7% | +377.7% | -352.0% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling