+17.7%
GFS vs TEVA
+106.6%
-88.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -12.5% | +4.7% | -17.2% | -13.2% |
| 30D | -16.9% | +5.5% | -22.4% | -17.7% |
| 3M | -22.3% | +21.6% | -43.8% | -25.1% |
| 6M | -40.2% | +18.4% | -58.6% | -41.8% |
| YTD | +16.0% | +34.1% | -18.1% | +6.7% |
| 1Y | +17.7% | +104.5% | -86.9% | -0.7% |
| All | +17.7% | +106.6% | -88.9% | -0.7% |
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