+345.4%
TECK vs GPC
+87.0%
+258.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -5.9% |
| 7D | -4.2% | -1.8% | -2.5% | -3.4% |
| 30D | -0.4% | +0.1% | -0.4% | -0.5% |
| 3M | +10.1% | +37.4% | -27.2% | -9.3% |
| 6M | +26.0% | +25.4% | +0.6% | +9.1% |
| YTD | +38.0% | +12.2% | +25.9% | +25.2% |
| 1Y | +63.8% | -0.3% | +64.1% | +58.6% |
| 3Y | +68.5% | -1.6% | +70.1% | +55.5% |
| 5Y | +179.2% | +31.0% | +148.2% | +103.7% |
| All | +345.4% | +87.0% | +258.3% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling