+76.7%
GSK vs TECK
+377.7%
-301.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -3.5% | -3.8% | +0.3% | -3.2% |
| 30D | -3.4% | +0.7% | -4.2% | -3.6% |
| 3M | -8.1% | +4.6% | -12.7% | -8.7% |
| 6M | -11.1% | +25.1% | -36.3% | -13.4% |
| YTD | +0.7% | +39.2% | -38.4% | -3.0% |
| 1Y | +20.1% | +60.3% | -40.2% | +14.0% |
| 3Y | +46.1% | +62.9% | -16.8% | +36.3% |
| 5Y | +48.2% | +181.5% | -133.2% | +28.4% |
| All | +76.7% | +377.7% | -301.0% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling