+106.1%
TECK vs GGLL
+70.5%
+35.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +7.8% | +1.9% | +5.9% | +7.4% |
| 30D | +8.3% | -9.7% | +18.0% | +10.1% |
| 3M | +16.1% | -18.0% | +34.1% | +19.8% |
| 6M | +42.9% | +15.3% | +27.6% | +32.8% |
| YTD | +50.8% | +2.2% | +48.6% | +42.8% |
| 1Y | +106.1% | +73.1% | +33.0% | +67.6% |
| All | +106.1% | +70.5% | +35.5% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling