+103.2%
GLD vs TECK
+66.4%
+36.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +4.7% | -0.2% | +5.0% | +4.7% |
| 30D | -0.9% | -7.5% | +6.6% | +0.6% |
| 3M | -4.4% | -8.4% | +4.0% | -2.8% |
| 6M | -13.6% | -2.2% | -11.3% | -13.7% |
| YTD | -6.0% | +26.8% | -32.8% | -10.3% |
| 1Y | +1.8% | +46.5% | -44.8% | -4.8% |
| 3Y | +103.2% | +69.0% | +34.2% | +83.8% |
| All | +103.2% | +66.4% | +36.8% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling