+96.1%
TECK vs GGLL
+217.5%
-121.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.5% | -7.4% | -4.6% |
| 7D | +2.1% | +11.5% | -9.4% | -0.1% |
| 30D | -8.9% | -31.2% | +22.3% | -2.7% |
| 3M | -7.1% | -28.7% | +21.6% | -1.7% |
| 6M | -7.0% | -47.2% | +40.2% | +3.5% |
| YTD | +28.3% | -24.3% | +52.6% | +30.0% |
| 1Y | +40.6% | -12.0% | +52.6% | +37.1% |
| 3Y | +78.2% | +169.6% | -91.5% | +29.1% |
| All | +96.1% | +217.5% | -121.3% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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