+5,732.1%
GLW vs TECK
+2,171.4%
+3,560.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | -1.3% | +4.6% | -6.0% | -2.4% |
| 3M | -21.8% | +2.8% | -24.7% | -22.1% |
| 6M | +6.9% | +24.9% | -18.0% | +2.3% |
| YTD | +77.2% | +44.7% | +32.4% | +63.8% |
| 1Y | +123.2% | +112.0% | +11.3% | +89.0% |
| 3Y | +400.0% | +67.6% | +332.4% | +334.5% |
| 5Y | +342.8% | +200.3% | +142.5% | +223.0% |
| 10Y | +771.4% | +358.2% | +413.2% | +419.8% |
| All | +5,732.1% | +2,171.4% | +3,560.7% | +2,545.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling