+375.4%
TECK vs GPC
+88.6%
+286.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.7% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +5.2% | +1.3% | +3.9% | +4.3% |
| 3M | +13.8% | +37.1% | -23.3% | -6.2% |
| 6M | +38.5% | +23.2% | +15.3% | +21.0% |
| YTD | +47.3% | +13.1% | +34.3% | +33.0% |
| 1Y | +81.0% | +0.9% | +80.1% | +74.0% |
| 3Y | +79.9% | -0.8% | +80.7% | +65.3% |
| 5Y | +207.9% | +31.1% | +176.7% | +124.7% |
| All | +375.4% | +88.6% | +286.8% | +169.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling