+652.8%
GS vs TECK
+344.6%
+308.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.9% | -0.3% | +1.3% | +1.1% |
| 30D | -1.6% | +4.6% | -6.2% | -2.9% |
| 3M | -4.5% | +2.8% | -7.3% | -5.6% |
| 6M | +20.9% | +24.9% | -4.0% | +12.4% |
| YTD | +19.9% | +44.7% | -24.9% | +6.3% |
| 1Y | +41.4% | +112.0% | -70.6% | +11.5% |
| 3Y | +239.2% | +67.6% | +171.6% | +177.8% |
| 5Y | +185.0% | +200.3% | -15.3% | +84.0% |
| All | +652.8% | +344.6% | +308.2% | +270.9% |
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 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