+1.3%
GFS vs TEVA
+319.1%
-317.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.1% | +1.7% |
| 7D | +3.8% | +2.0% | +1.8% | +3.4% |
| 30D | -11.7% | +1.0% | -12.7% | -11.9% |
| 3M | -41.8% | +7.3% | -49.1% | -42.9% |
| 6M | +6.6% | +21.7% | -15.1% | +1.6% |
| YTD | +34.6% | +18.8% | +15.8% | +28.7% |
| 1Y | +46.2% | +86.5% | -40.3% | +26.5% |
| 3Y | -20.3% | +269.4% | -289.7% | -44.3% |
| All | +1.3% | +319.1% | -317.8% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling