+233.4%
GLW vs TECK
+147.0%
+86.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.3% |
| 7D | -11.1% | +1.7% | -12.8% | -11.4% |
| 30D | -28.4% | -7.6% | -20.8% | -26.3% |
| 3M | -28.8% | -5.9% | -22.9% | -27.2% |
| 6M | -39.8% | -2.8% | -37.0% | -38.9% |
| YTD | +28.7% | +31.8% | -3.1% | +21.0% |
| 1Y | +27.7% | +49.1% | -21.4% | +16.7% |
| 3Y | +331.3% | +83.0% | +248.3% | +266.1% |
| 5Y | +233.4% | +150.6% | +82.8% | +148.7% |
| All | +233.4% | +147.0% | +86.4% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling