+218.2%
GLD vs TECK
+372.8%
-154.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | +0.1% | +4.9% | -4.7% | -0.2% |
| 30D | +0.2% | +5.2% | -5.0% | -0.2% |
| 3M | +3.2% | +13.8% | -10.6% | +2.2% |
| 6M | -14.6% | +38.5% | -53.1% | -16.6% |
| YTD | +1.8% | +47.3% | -45.6% | -0.9% |
| 1Y | +20.7% | +81.0% | -60.3% | +16.3% |
| 3Y | +126.5% | +79.9% | +46.6% | +117.2% |
| 5Y | +140.0% | +207.9% | -67.8% | +125.9% |
| 10Y | +218.2% | +389.5% | -171.3% | +190.0% |
| All | +218.2% | +372.8% | -154.6% | +190.0% |
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