+2,171.4%
TECK vs GPC
+871.4%
+1,300.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.4% |
| 7D | -0.3% | +1.2% | -1.5% | -1.2% |
| 30D | +4.6% | +6.0% | -1.3% | 0.0% |
| 3M | +2.8% | +42.6% | -39.8% | -23.5% |
| 6M | +24.9% | +22.8% | +2.1% | +3.9% |
| YTD | +44.7% | +15.5% | +29.3% | +23.5% |
| 1Y | +112.0% | +2.0% | +109.9% | +98.0% |
| 3Y | +67.6% | -1.4% | +69.0% | +48.2% |
| 5Y | +200.3% | +30.6% | +169.8% | +98.4% |
| 10Y | +358.2% | +80.6% | +277.6% | +111.7% |
| All | +2,171.4% | +871.4% | +1,300.0% | +259.1% |
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