+102.5%
GD vs TEVA
+358.9%
-256.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | -1.9% | +1.2% | -3.1% | -2.0% |
| 30D | +10.9% | +3.2% | +7.8% | +10.6% |
| 3M | -6.8% | +17.3% | -24.1% | -8.2% |
| 6M | +7.0% | +18.7% | -11.7% | +5.1% |
| YTD | +11.1% | +35.9% | -24.7% | +7.7% |
| 1Y | +7.0% | +74.8% | -67.7% | +1.8% |
| 3Y | +59.9% | +388.5% | -328.6% | +36.3% |
| 5Y | +102.5% | +351.1% | -248.6% | +76.0% |
| All | +102.5% | +358.9% | -256.4% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling