+349.0%
TECK vs GRMN
+674.8%
-325.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -1.3% |
| 7D | -3.8% | +2.0% | -5.9% | -5.0% |
| 30D | +0.7% | -8.8% | +9.6% | +6.0% |
| 3M | +4.6% | +19.0% | -14.4% | -7.3% |
| 6M | +25.1% | +20.7% | +4.4% | +10.2% |
| YTD | +39.2% | +40.5% | -1.3% | +11.0% |
| 1Y | +60.3% | +19.1% | +41.2% | +39.9% |
| 3Y | +62.9% | +182.7% | -119.8% | -26.4% |
| 5Y | +181.5% | +82.3% | +99.2% | +75.1% |
| All | +349.0% | +674.8% | -325.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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