+562.0%
GLW vs TECK
+218.8%
+343.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +7.0% |
| 7D | +1.4% | -1.2% | +2.6% | +2.1% |
| 30D | -18.2% | -5.7% | -12.5% | -16.5% |
| 3M | -24.2% | -3.6% | -20.6% | -23.2% |
| 6M | -41.7% | -2.2% | -39.5% | -40.9% |
| YTD | +38.3% | +33.6% | +4.8% | +29.1% |
| 1Y | +38.2% | +49.0% | -10.8% | +25.4% |
| 3Y | +363.4% | +85.4% | +278.0% | +284.7% |
| 5Y | +254.6% | +138.5% | +116.1% | +159.8% |
| 10Y | +562.0% | +218.0% | +344.0% | +285.1% |
| All | +562.0% | +218.8% | +343.1% | +285.1% |
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