+4,289.9%
GWW vs TECK
+2,265.7%
+2,024.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.8% | -3.3% |
| 7D | -1.5% | +7.8% | -9.3% | -2.7% |
| 30D | +1.1% | +8.3% | -7.2% | -0.2% |
| 3M | -1.0% | +16.1% | -17.1% | -3.7% |
| 6M | +16.3% | +42.9% | -26.5% | +9.0% |
| YTD | +28.5% | +50.8% | -22.2% | +19.0% |
| 1Y | +30.3% | +106.1% | -75.8% | +14.4% |
| 3Y | +91.6% | +84.0% | +7.6% | +67.2% |
| 5Y | +224.0% | +223.5% | +0.5% | +149.4% |
| 10Y | +551.3% | +378.1% | +173.2% | +332.3% |
| All | +4,289.9% | +2,265.7% | +2,024.2% | +2,439.3% |
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