+49.8%
GSK vs TECK
+199.3%
-149.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | -3.6% | +4.9% | -8.5% | -4.0% |
| 30D | -5.9% | +5.2% | -11.1% | -6.3% |
| 3M | -4.3% | +13.8% | -18.0% | -5.4% |
| 6M | -10.8% | +38.5% | -49.3% | -13.6% |
| YTD | +1.8% | +47.3% | -45.6% | -2.2% |
| 1Y | +23.5% | +81.0% | -57.5% | +16.5% |
| 3Y | +49.5% | +79.9% | -30.3% | +39.0% |
| All | +49.8% | +199.3% | -149.5% | +29.6% |
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