+62.9%
TECK vs GFI
+287.6%
-224.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | -3.8% | -4.9% | +1.0% | -2.2% |
| 30D | +0.7% | +10.7% | -10.0% | -2.6% |
| 3M | +4.6% | +25.6% | -21.0% | -3.6% |
| 6M | +25.1% | -8.3% | +33.4% | +26.5% |
| YTD | +39.2% | +6.3% | +32.9% | +34.5% |
| 1Y | +60.3% | +22.1% | +38.3% | +47.9% |
| 3Y | +62.9% | +289.2% | -226.3% | +9.3% |
| All | +62.9% | +287.6% | -224.7% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling