+2,171.4%
TECK vs GRMN
+5,463.4%
-3,292.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.3% | -2.9% | +2.5% | +1.0% |
| 30D | +4.6% | -8.4% | +13.1% | +8.9% |
| 3M | +2.8% | +15.0% | -12.2% | -5.0% |
| 6M | +24.9% | +11.2% | +13.7% | +17.2% |
| YTD | +44.7% | +37.7% | +7.0% | +22.2% |
| 1Y | +112.0% | +18.5% | +93.5% | +90.8% |
| 3Y | +67.6% | +175.8% | -108.2% | -3.5% |
| 5Y | +200.3% | +75.1% | +125.3% | +110.8% |
| 10Y | +358.2% | +637.0% | -278.8% | +69.8% |
| All | +2,171.4% | +5,463.4% | -3,292.0% | +450.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling