+69.0%
TECK vs GGLL
+154.9%
-85.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -0.2% | +3.1% | -3.3% | -0.8% |
| 30D | -7.5% | -36.3% | +28.8% | +0.7% |
| 3M | -8.4% | -40.4% | +31.9% | +0.8% |
| 6M | -2.2% | -54.6% | +52.4% | +13.2% |
| YTD | +26.8% | -31.1% | +58.0% | +30.7% |
| 1Y | +46.5% | -19.2% | +65.7% | +44.4% |
| 3Y | +69.0% | +151.5% | -82.5% | +25.4% |
| All | +69.0% | +154.9% | -85.9% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling