+223.5%
TECK vs GPC
+29.0%
+194.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +5.1% |
| 7D | +7.8% | +0.2% | +7.6% | +7.6% |
| 30D | +8.3% | -0.4% | +8.7% | +8.3% |
| 3M | +16.1% | +39.2% | -23.1% | +1.7% |
| 6M | +42.9% | +18.2% | +24.6% | +32.6% |
| YTD | +50.8% | +12.1% | +38.7% | +41.2% |
| 1Y | +106.1% | -0.7% | +106.7% | +101.8% |
| 3Y | +84.0% | -1.7% | +85.7% | +74.0% |
| 5Y | +223.5% | +29.3% | +194.2% | +144.5% |
| All | +223.5% | +29.0% | +194.4% | +144.5% |
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