+62.9%
TECK vs GWRE
+50.1%
+12.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -3.8% | -13.2% | +9.4% | -2.5% |
| 30D | +0.7% | -18.6% | +19.3% | +2.4% |
| 3M | +4.6% | +18.9% | -14.3% | -0.1% |
| 6M | +25.1% | -11.0% | +36.1% | +25.3% |
| YTD | +39.2% | -29.9% | +69.1% | +48.1% |
| 1Y | +60.3% | -44.3% | +104.7% | +82.7% |
| 3Y | +62.9% | +51.7% | +11.2% | +43.1% |
| All | +62.9% | +50.1% | +12.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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