+57.5%
TECK vs GTLB
+6.1%
+51.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +2.3% | -9.7% | +11.9% | +1.5% |
| 30D | -5.0% | +1.7% | -6.7% | -4.7% |
| 3M | -0.3% | +43.6% | -43.9% | +3.1% |
| 6M | +13.9% | +113.0% | -99.1% | +22.8% |
| YTD | +35.2% | +39.5% | -4.3% | +42.9% |
| 1Y | +57.5% | +12.6% | +44.9% | +64.7% |
| All | +57.5% | +6.1% | +51.4% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling