+867.9%
GLW vs TECK
+372.8%
+495.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.2% |
| 7D | +16.9% | +4.9% | +12.0% | +15.3% |
| 30D | +7.0% | +5.2% | +1.8% | +5.4% |
| 3M | -3.0% | +13.8% | -16.8% | -6.4% |
| 6M | +31.0% | +38.5% | -7.5% | +20.6% |
| YTD | +93.4% | +47.3% | +46.1% | +75.2% |
| 1Y | +134.7% | +81.0% | +53.7% | +101.6% |
| 3Y | +471.8% | +79.9% | +391.9% | +375.2% |
| 5Y | +394.5% | +207.9% | +186.6% | +237.3% |
| 10Y | +867.9% | +389.5% | +478.4% | +440.1% |
| All | +867.9% | +372.8% | +495.1% | +440.1% |
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