+208.4%
GLD vs TECK
+211.9%
-3.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.5% |
| 7D | +2.8% | +1.7% | +1.1% | +2.6% |
| 30D | -4.0% | -7.6% | +3.7% | -3.4% |
| 3M | -8.2% | -5.9% | -2.4% | -7.9% |
| 6M | -14.8% | -2.8% | -12.0% | -14.8% |
| YTD | -6.8% | +31.8% | -38.6% | -8.5% |
| 1Y | -2.4% | +49.1% | -51.5% | -4.8% |
| 3Y | +105.8% | +83.0% | +22.8% | +98.0% |
| 5Y | +113.3% | +150.6% | -37.3% | +102.8% |
| 10Y | +208.4% | +219.0% | -10.5% | +191.5% |
| All | +208.4% | +211.9% | -3.5% | +191.5% |
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