+92.2%
GD vs TEVA
+294.1%
-201.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -3.1% | -1.7% | -1.4% | -3.0% |
| 30D | -10.9% | +2.0% | -12.9% | -11.1% |
| 3M | +2.5% | +7.0% | -4.5% | +1.7% |
| 6M | -1.7% | +17.0% | -18.7% | -3.3% |
| YTD | +6.1% | +18.1% | -11.9% | +4.3% |
| 1Y | +11.7% | +87.2% | -75.6% | +5.7% |
| 3Y | +71.8% | +283.1% | -211.3% | +49.8% |
| 5Y | +92.2% | +298.4% | -206.2% | +63.1% |
| All | +92.2% | +294.1% | -201.9% | +63.1% |
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