+70.1%
TECK vs GRMN
+155.8%
-85.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -0.4% | -0.9% | +0.4% | -0.1% |
| 30D | -7.1% | +1.2% | -8.3% | -7.5% |
| 3M | -5.5% | -8.9% | +3.4% | -2.9% |
| 6M | -9.7% | +23.0% | -32.7% | -16.5% |
| YTD | +26.3% | +41.2% | -15.0% | +11.3% |
| 1Y | +44.4% | +47.5% | -3.1% | +25.2% |
| 3Y | +70.1% | +155.8% | -85.7% | +35.4% |
| All | +70.1% | +155.8% | -85.7% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling