+40.1%
GILD vs TECK
+45.5%
-5.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.1% | -3.6% |
| 7D | +1.2% | -6.0% | +7.2% | +1.5% |
| 30D | +16.2% | -10.7% | +26.9% | +16.7% |
| 3M | +27.9% | -9.2% | +37.1% | +28.4% |
| 6M | +27.1% | +3.9% | +23.1% | +25.9% |
| YTD | +39.0% | +25.7% | +13.3% | +32.7% |
| 1Y | +40.1% | +44.3% | -4.2% | +31.2% |
| All | +40.1% | +45.5% | -5.4% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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