+2,212.2%
TECK vs GFI
+623.4%
+1,588.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | +4.9% | +4.7% | +0.2% | +3.3% |
| 30D | +5.2% | +14.4% | -9.2% | +0.7% |
| 3M | +13.8% | +32.5% | -18.7% | +3.5% |
| 6M | +38.5% | -7.2% | +45.6% | +40.4% |
| YTD | +47.3% | +10.9% | +36.5% | +40.3% |
| 1Y | +81.0% | +35.5% | +45.5% | +60.0% |
| 3Y | +79.9% | +312.1% | -232.3% | +6.3% |
| 5Y | +207.9% | +524.6% | -316.7% | +50.2% |
| 10Y | +389.5% | +1,092.7% | -703.3% | +47.1% |
| All | +2,212.2% | +623.4% | +1,588.8% | +620.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling