+72.5%
TECK vs GRMN
+179.1%
-106.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | +4.9% | -1.4% | +6.3% | +5.3% |
| 30D | +5.2% | -13.1% | +18.3% | +9.9% |
| 3M | +13.8% | +14.9% | -1.1% | +7.6% |
| 6M | +38.5% | +13.1% | +25.4% | +31.8% |
| YTD | +47.3% | +35.3% | +12.1% | +31.9% |
| 1Y | +81.0% | +16.0% | +65.0% | +69.4% |
| All | +72.5% | +179.1% | -106.6% | +33.9% |
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