+2,171.4%
TECK vs GAP
+215.0%
+1,956.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -0.3% | -4.5% | +4.1% | +1.2% |
| 30D | +4.6% | +9.0% | -4.4% | +0.9% |
| 3M | +2.8% | +5.0% | -2.2% | +0.2% |
| 6M | +24.9% | -17.8% | +42.7% | +30.6% |
| YTD | +44.7% | -10.4% | +55.1% | +46.1% |
| 1Y | +112.0% | -3.4% | +115.4% | +106.9% |
| 3Y | +67.6% | +111.5% | -43.9% | +8.4% |
| 5Y | +200.3% | +8.8% | +191.5% | +123.9% |
| 10Y | +358.2% | +32.9% | +325.3% | +143.0% |
| All | +2,171.4% | +215.0% | +1,956.4% | +723.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling