+331.3%
GLW vs TECK
+86.0%
+245.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.0% |
| 7D | -11.1% | +1.7% | -12.8% | -11.5% |
| 30D | -28.4% | -7.6% | -20.8% | -25.6% |
| 3M | -28.8% | -5.9% | -22.9% | -26.7% |
| 6M | -39.8% | -2.8% | -37.0% | -38.8% |
| YTD | +28.7% | +31.8% | -3.1% | +18.6% |
| 1Y | +27.7% | +49.1% | -21.4% | +13.8% |
| 3Y | +331.3% | +83.0% | +248.3% | +254.3% |
| All | +331.3% | +86.0% | +245.4% | +254.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling