+159.7%
GILD vs TECK
+377.7%
-218.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -4.8% | -3.8% | -1.0% | -4.6% |
| 30D | +5.8% | +0.7% | +5.0% | +5.7% |
| 3M | +14.9% | +4.6% | +10.3% | +14.4% |
| 6M | -0.4% | +25.1% | -25.5% | -2.2% |
| YTD | +18.5% | +39.2% | -20.6% | +15.4% |
| 1Y | +25.1% | +60.3% | -35.2% | +20.5% |
| 3Y | +105.9% | +62.9% | +43.0% | +95.8% |
| 5Y | +143.0% | +181.5% | -38.5% | +118.7% |
| All | +159.7% | +377.7% | -218.0% | +119.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling