+189.8%
GD vs TEVA
-24.5%
+214.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -3.2% | -0.7% | -2.4% | -3.1% |
| 30D | -9.6% | -0.4% | -9.2% | -9.6% |
| 3M | +4.3% | +8.2% | -3.9% | +3.1% |
| 6M | +0.5% | +15.3% | -14.8% | -1.5% |
| YTD | +6.6% | +16.5% | -9.9% | +4.3% |
| 1Y | +11.6% | +85.7% | -74.2% | +3.0% |
| 3Y | +72.6% | +277.9% | -205.3% | +42.3% |
| 5Y | +95.2% | +295.5% | -200.4% | +56.3% |
| All | +189.8% | -24.5% | +214.3% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TEVA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling