+7.6%
GD vs TEVA
+71.2%
-63.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | +2.7% | +4.4% | -1.8% | +1.7% |
| 30D | +8.6% | +9.3% | -0.7% | +6.6% |
| 3M | -7.1% | +21.9% | -28.9% | -11.0% |
| 6M | +7.5% | +22.8% | -15.3% | +3.2% |
| YTD | +9.9% | +42.6% | -32.7% | -0.2% |
| 1Y | +7.6% | +74.2% | -66.7% | -7.3% |
| All | +7.6% | +71.2% | -63.6% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling