+127.0%
TECK vs GTLB
-49.4%
+176.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | -7.1% | -10.2% | +3.1% | -6.1% |
| 3M | -5.5% | +10.1% | -15.6% | -6.6% |
| 6M | -9.7% | +116.5% | -126.2% | -17.4% |
| YTD | +26.3% | +27.2% | -0.9% | +21.5% |
| 1Y | +44.4% | +8.6% | +35.8% | +41.2% |
| 3Y | +70.1% | +5.6% | +64.5% | +63.2% |
| 5Y | +125.8% | -61.8% | +187.6% | +106.5% |
| All | +127.0% | -49.4% | +176.3% | +108.2% |
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