+526.0%
GLW vs TECK
+198.5%
+327.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.8% |
| 7D | +7.7% | -0.4% | +8.2% | +8.0% |
| 30D | -18.8% | -7.1% | -11.7% | -16.8% |
| 3M | -27.7% | -5.5% | -22.3% | -26.3% |
| 6M | -44.4% | -9.7% | -34.7% | -42.4% |
| YTD | +31.3% | +26.3% | +5.0% | +24.7% |
| 1Y | +40.0% | +44.4% | -4.3% | +28.4% |
| 3Y | +339.2% | +70.1% | +269.2% | +273.9% |
| 5Y | +229.2% | +125.8% | +103.4% | +145.3% |
| All | +526.0% | +198.5% | +327.5% | +270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling