+72.5%
TECK vs GAP
+108.0%
-35.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.5% |
| 7D | +4.9% | -3.2% | +8.0% | +5.5% |
| 30D | +5.2% | -0.7% | +5.9% | +5.1% |
| 3M | +13.8% | -0.5% | +14.3% | +13.4% |
| 6M | +38.5% | -5.0% | +43.5% | +38.5% |
| YTD | +47.3% | -14.7% | +62.0% | +49.6% |
| 1Y | +81.0% | -8.6% | +89.6% | +80.9% |
| All | +72.5% | +108.0% | -35.5% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling