+160.7%
TECK vs GNRC
+2,077.0%
-1,916.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | +4.9% | +3.2% | +1.7% | +3.8% |
| 30D | +5.2% | -9.5% | +14.7% | +8.5% |
| 3M | +13.8% | -28.5% | +42.3% | +25.9% |
| 6M | +38.5% | -10.0% | +48.5% | +40.8% |
| YTD | +47.3% | +36.7% | +10.6% | +29.5% |
| 1Y | +81.0% | +2.6% | +78.4% | +73.1% |
| 3Y | +79.9% | +61.9% | +18.0% | +43.1% |
| 5Y | +207.9% | -59.0% | +266.9% | +254.6% |
| 10Y | +389.5% | +444.8% | -55.3% | +104.0% |
| All | +160.7% | +2,077.0% | -1,916.2% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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