+153.7%
TECK vs GPC
+7.9%
+145.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.6% | +6.2% |
| 7D | +3.1% | +0.8% | +2.2% | +2.9% |
| 30D | -5.0% | -1.1% | -3.9% | -4.8% |
| 3M | -2.6% | -6.6% | +4.1% | -0.5% |
| 6M | 0.0% | +22.2% | -22.3% | -8.4% |
| YTD | +35.6% | +5.1% | +30.6% | +29.7% |
| 1Y | +58.1% | +2.8% | +55.3% | +52.2% |
| 3Y | +93.3% | +2.4% | +91.0% | +77.7% |
| 5Y | +153.7% | +7.8% | +145.9% | +113.3% |
| All | +153.7% | +7.9% | +145.8% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling