+148.2%
TECK vs GTLB
-49.8%
+198.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.4% | -6.5% |
| 7D | -4.2% | -4.1% | -0.2% | -3.9% |
| 30D | -0.4% | +12.3% | -12.7% | -1.8% |
| 3M | +10.1% | +65.9% | -55.8% | +4.0% |
| 6M | +26.0% | +104.0% | -78.0% | +15.4% |
| YTD | +38.0% | +26.0% | +12.0% | +33.1% |
| 1Y | +63.8% | -3.5% | +67.3% | +62.3% |
| 3Y | +68.5% | -9.6% | +78.2% | +64.0% |
| All | +148.2% | -49.8% | +198.0% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling