+126.8%
GLW vs TECK
+76.8%
+50.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +3.1% |
| 7D | +16.9% | +4.9% | +12.0% | +13.0% |
| 30D | +7.0% | +5.2% | +1.8% | +2.9% |
| 3M | -3.0% | +13.8% | -16.8% | -12.2% |
| 6M | +31.0% | +38.5% | -7.5% | +6.1% |
| YTD | +93.4% | +47.3% | +46.1% | +53.1% |
| All | +126.8% | +76.8% | +50.0% | +70.7% |
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 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