+73.7%
GD vs TEVA
+290.6%
-217.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -3.5% | +1.6% | -5.0% | -3.6% |
| 30D | -9.0% | +4.0% | -13.0% | -9.3% |
| 3M | +5.1% | +10.5% | -5.5% | +4.3% |
| 6M | -1.0% | +18.4% | -19.4% | -2.2% |
| YTD | +7.3% | +17.8% | -10.5% | +6.0% |
| 1Y | +12.4% | +90.5% | -78.0% | +9.3% |
| 3Y | +73.7% | +282.1% | -208.4% | +74.2% |
| All | +73.7% | +290.6% | -217.0% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling