+1,881.2%
TECK vs GAP
+198.1%
+1,683.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -0.4% | -1.9% | +1.5% | +0.3% |
| 30D | -7.1% | -7.1% | -0.1% | -4.8% |
| 3M | -5.5% | +4.1% | -9.6% | -7.5% |
| 6M | -9.7% | +1.9% | -11.6% | -12.0% |
| YTD | +26.3% | -15.2% | +41.5% | +29.5% |
| 1Y | +44.4% | -10.6% | +55.0% | +44.9% |
| 3Y | +70.1% | +74.6% | -4.5% | +18.8% |
| 5Y | +125.8% | +3.7% | +122.1% | +71.8% |
| 10Y | +200.6% | +2.4% | +198.2% | +80.8% |
| All | +1,881.2% | +198.1% | +1,683.1% | +629.4% |
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