+382.5%
GLW vs TECK
+207.5%
+175.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.2% | +3.4% | +6.2% |
| 7D | +14.0% | +7.8% | +6.3% | +11.4% |
| 30D | +0.4% | +8.3% | -7.9% | -2.2% |
| 3M | -11.3% | +16.1% | -27.4% | -15.3% |
| 6M | +35.1% | +42.9% | -7.8% | +22.9% |
| YTD | +90.5% | +50.8% | +39.8% | +71.4% |
| 1Y | +132.0% | +106.1% | +26.0% | +94.7% |
| 3Y | +463.3% | +84.0% | +379.3% | +369.2% |
| 5Y | +382.5% | +223.5% | +159.0% | +254.2% |
| All | +382.5% | +207.5% | +175.0% | +254.2% |
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