+19,851.2%
GD vs TEVA
+6,897.5%
+12,953.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -5.3% | -0.2% | -5.0% | -5.2% |
| 30D | -6.4% | +4.7% | -11.2% | -7.0% |
| 3M | +5.7% | +5.6% | +0.1% | +4.8% |
| 6M | -0.9% | +10.5% | -11.4% | -2.4% |
| YTD | +8.2% | +16.5% | -8.3% | +5.8% |
| 1Y | +13.4% | +96.8% | -83.3% | +4.0% |
| 3Y | +68.5% | +269.5% | -201.0% | +40.0% |
| 5Y | +97.2% | +283.5% | -186.4% | +59.7% |
| 10Y | +190.2% | -25.9% | +216.1% | +166.5% |
| All | +19,851.2% | +6,897.5% | +12,953.8% | +14,572.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling