+1,995.8%
TECK vs GPC
+770.6%
+1,225.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.9% |
| 7D | -1.2% | -2.1% | +0.9% | +0.5% |
| 30D | -5.7% | -4.5% | -1.2% | -2.8% |
| 3M | -3.6% | -7.7% | +4.1% | +1.6% |
| 6M | -2.2% | +24.3% | -26.5% | -19.8% |
| YTD | +33.6% | +3.5% | +30.1% | +22.9% |
| 1Y | +49.0% | +0.7% | +48.2% | +39.6% |
| 3Y | +85.4% | 0.0% | +85.4% | +60.9% |
| 5Y | +138.5% | +5.8% | +132.7% | +86.7% |
| 10Y | +218.0% | +75.8% | +142.2% | +47.4% |
| All | +1,995.8% | +770.6% | +1,225.2% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling