+221.8%
GWW vs TECK
+180.4%
+41.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.1% |
| 7D | -3.1% | -4.2% | +1.1% | -2.7% |
| 30D | -2.3% | -0.4% | -2.0% | -2.4% |
| 3M | -3.3% | +10.1% | -13.5% | -4.7% |
| 6M | +15.4% | +26.0% | -10.6% | +11.5% |
| YTD | +26.7% | +38.0% | -11.3% | +21.0% |
| 1Y | +29.0% | +63.8% | -34.8% | +20.4% |
| 3Y | +89.0% | +68.5% | +20.5% | +72.5% |
| 5Y | +221.8% | +179.2% | +42.6% | +173.4% |
| All | +221.8% | +180.4% | +41.4% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling