+121.2%
TECK vs GGLL
+328.7%
-207.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | -0.3% | -4.8% | +4.4% | +0.6% |
| 30D | +4.6% | -13.7% | +18.3% | +7.7% |
| 3M | +2.8% | -21.9% | +24.7% | +6.9% |
| 6M | +24.9% | +11.7% | +13.2% | +18.5% |
| YTD | +44.7% | +2.3% | +42.5% | +39.5% |
| 1Y | +112.0% | +76.2% | +35.8% | +79.3% |
| 3Y | +67.6% | +245.0% | -177.4% | +16.2% |
| All | +121.2% | +328.7% | -207.5% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling