-8.1%
GLD vs TECK
+42.2%
-50.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -1.5% |
| 7D | -5.5% | +2.1% | -7.6% | -6.2% |
| 30D | -7.0% | -8.9% | +1.9% | -4.3% |
| 3M | -12.4% | -7.1% | -5.3% | -10.7% |
| 6M | -18.0% | -7.0% | -11.0% | -17.0% |
| YTD | -10.5% | +28.3% | -38.8% | -17.5% |
| 1Y | -8.1% | +40.6% | -48.6% | -16.3% |
| All | -8.1% | +42.2% | -50.3% | -16.3% |
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