+4,992.0%
GILD vs TECK
+2,084.0%
+2,908.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -4.8% | -3.8% | -1.0% | -4.5% |
| 30D | +5.8% | +0.7% | +5.0% | +5.6% |
| 3M | +14.9% | +4.6% | +10.3% | +14.1% |
| 6M | -0.4% | +25.1% | -25.5% | -3.0% |
| YTD | +18.5% | +39.2% | -20.6% | +14.0% |
| 1Y | +25.1% | +60.3% | -35.2% | +18.6% |
| 3Y | +105.9% | +62.9% | +43.0% | +91.8% |
| 5Y | +143.0% | +181.5% | -38.5% | +109.8% |
| 10Y | +162.4% | +362.3% | -200.0% | +102.3% |
| All | +4,992.0% | +2,084.0% | +2,908.0% | +2,995.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling