+349.0%
TECK vs GFI
+1,066.8%
-717.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -3.8% | -4.9% | +1.0% | -2.7% |
| 30D | +0.7% | +10.7% | -10.0% | -1.6% |
| 3M | +4.6% | +25.6% | -21.0% | -0.9% |
| 6M | +25.1% | -8.3% | +33.4% | +26.6% |
| YTD | +39.2% | +6.3% | +32.9% | +36.2% |
| 1Y | +60.3% | +22.1% | +38.3% | +51.6% |
| 3Y | +62.9% | +289.2% | -226.3% | +19.4% |
| 5Y | +181.5% | +531.7% | -350.2% | +86.3% |
| All | +349.0% | +1,066.8% | -717.8% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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