+463.3%
GLW vs TECK
+85.2%
+378.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.2% | +3.4% | +5.8% |
| 7D | +14.0% | +7.8% | +6.3% | +10.5% |
| 30D | +0.4% | +8.3% | -7.9% | -3.1% |
| 3M | -11.3% | +16.1% | -27.4% | -16.8% |
| 6M | +35.1% | +42.9% | -7.8% | +19.0% |
| YTD | +90.5% | +50.8% | +39.8% | +65.8% |
| 1Y | +132.0% | +106.1% | +26.0% | +86.0% |
| 3Y | +463.3% | +84.0% | +379.3% | +339.4% |
| All | +463.3% | +85.2% | +378.1% | +339.4% |
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