+35.8%
GFS vs TEVA
+93.8%
-58.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -8.6% | +4.7% | -13.3% | -9.3% |
| 3M | -46.5% | +5.6% | -52.2% | -47.0% |
| 6M | -4.8% | +10.5% | -15.3% | -8.3% |
| YTD | +29.7% | +16.5% | +13.2% | +23.8% |
| 1Y | +35.8% | +96.8% | -60.9% | +23.9% |
| All | +35.8% | +93.8% | -58.0% | +23.9% |
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