+138.9%
GLD vs TECK
+207.5%
-68.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -2.3% |
| 7D | +0.7% | +7.8% | -7.0% | -0.4% |
| 30D | +0.3% | +8.3% | -8.0% | -0.9% |
| 3M | +0.6% | +16.1% | -15.5% | -1.7% |
| 6M | -15.6% | +42.9% | -58.4% | -19.8% |
| YTD | +0.9% | +50.8% | -49.9% | -4.6% |
| 1Y | +19.4% | +106.1% | -86.7% | +9.4% |
| 3Y | +124.5% | +84.0% | +40.4% | +105.8% |
| 5Y | +138.9% | +223.5% | -84.5% | +113.5% |
| All | +138.9% | +207.5% | -68.5% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling