+196.9%
TECK vs GPC
+74.9%
+122.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | -0.4% | +0.4% | -0.9% | -0.6% |
| 30D | -7.1% | -6.3% | -0.8% | -3.9% |
| 3M | -5.5% | -8.2% | +2.7% | -1.4% |
| 6M | -9.7% | +27.1% | -36.8% | -22.9% |
| YTD | +26.3% | +3.1% | +23.1% | +19.3% |
| 1Y | +44.4% | +0.1% | +44.3% | +38.7% |
| 3Y | +70.1% | +0.2% | +69.8% | +53.7% |
| 5Y | +125.8% | +4.9% | +120.9% | +89.6% |
| All | +196.9% | +74.9% | +122.0% | +77.6% |
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