+349.0%
TECK vs GAP
+31.2%
+317.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.1% |
| 7D | -3.8% | -4.1% | +0.3% | -2.8% |
| 30D | +0.7% | +6.2% | -5.5% | -1.2% |
| 3M | +4.6% | -0.7% | +5.3% | +4.1% |
| 6M | +25.1% | -7.1% | +32.2% | +25.7% |
| YTD | +39.2% | -14.1% | +53.2% | +41.9% |
| 1Y | +60.3% | -8.5% | +68.8% | +60.0% |
| 3Y | +62.9% | +115.4% | -52.5% | +17.7% |
| 5Y | +181.5% | +9.8% | +171.6% | +128.9% |
| All | +349.0% | +31.2% | +317.8% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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