+816.6%
GLD vs TECK
+561.3%
+255.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | +4.6% | -0.2% | +4.0% |
| 3M | -1.1% | +2.8% | -3.9% | -1.4% |
| 6M | -13.8% | +24.9% | -38.7% | -15.4% |
| YTD | +2.6% | +44.7% | -42.1% | -0.3% |
| 1Y | +24.5% | +112.0% | -87.5% | +17.6% |
| 3Y | +125.8% | +67.6% | +58.3% | +114.9% |
| 5Y | +137.8% | +200.3% | -62.6% | +114.7% |
| 10Y | +221.4% | +358.2% | -136.8% | +169.4% |
| All | +816.6% | +561.3% | +255.3% | +553.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling