+11.1%
GD vs TEVA
+86.6%
-75.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -3.1% | -1.7% | -1.4% | -2.9% |
| 30D | -10.9% | +2.0% | -12.9% | -11.2% |
| 3M | +2.5% | +7.0% | -4.5% | +1.4% |
| 6M | -1.7% | +17.0% | -18.7% | -4.4% |
| YTD | +6.1% | +18.1% | -11.9% | +3.2% |
| All | +11.1% | +86.6% | -75.5% | +6.5% |
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