+40.6%
GLW vs TECK
+59.3%
-18.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.3% | -10.1% | -9.1% |
| 7D | -9.5% | +2.3% | -11.7% | -11.3% |
| 30D | -25.5% | -5.0% | -20.5% | -22.8% |
| 3M | -25.6% | -0.3% | -25.3% | -26.2% |
| 6M | -25.5% | +13.9% | -39.4% | -32.7% |
| YTD | +36.4% | +35.2% | +1.2% | +9.8% |
| 1Y | +40.6% | +57.5% | -16.9% | +0.4% |
| All | +40.6% | +59.3% | -18.7% | +0.4% |
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