+218.0%
TECK vs GPC
+78.6%
+139.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -1.2% | -2.1% | +0.9% | 0.0% |
| 30D | -5.7% | -4.5% | -1.2% | -3.5% |
| 3M | -3.6% | -7.7% | +4.1% | +0.3% |
| 6M | -2.2% | +24.3% | -26.5% | -15.5% |
| YTD | +33.6% | +3.5% | +30.1% | +26.0% |
| 1Y | +49.0% | +0.7% | +48.2% | +42.5% |
| 3Y | +85.4% | 0.0% | +85.4% | +67.8% |
| 5Y | +138.5% | +5.8% | +132.7% | +99.0% |
| 10Y | +218.0% | +75.8% | +142.2% | +85.3% |
| All | +218.0% | +78.6% | +139.4% | +85.3% |
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