+325.0%
GSK vs TECK
+1,881.2%
-1,556.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | +1.1% | -0.4% | +1.6% | +1.2% |
| 30D | +6.3% | -7.1% | +13.5% | +7.0% |
| 3M | +1.8% | -5.5% | +7.3% | +2.1% |
| 6M | +1.7% | -9.7% | +11.4% | +2.1% |
| YTD | +6.5% | +26.3% | -19.7% | +3.1% |
| 1Y | +9.5% | +44.4% | -34.9% | +4.5% |
| 3Y | +65.3% | +70.1% | -4.8% | +52.8% |
| 5Y | +43.7% | +125.8% | -82.1% | +26.5% |
| 10Y | +104.1% | +200.6% | -96.5% | +63.7% |
| All | +325.0% | +1,881.2% | -1,556.2% | +181.4% |
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