+52.4%
GEV vs TEVA
+106.6%
-54.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | -5.1% | +4.7% | -9.9% | -6.1% |
| 30D | -15.8% | +5.5% | -21.3% | -16.8% |
| 3M | -18.2% | +21.6% | -39.7% | -21.7% |
| 6M | -22.4% | +18.4% | -40.8% | -25.1% |
| YTD | +27.7% | +34.1% | -6.4% | +18.7% |
| 1Y | +52.4% | +104.5% | -52.2% | +34.6% |
| All | +52.4% | +106.6% | -54.2% | +34.6% |
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