-22.0%
GFS vs TEVA
+273.2%
-295.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | -9.6% | -0.4% | -9.2% | -9.5% |
| 3M | -38.5% | +8.2% | -46.7% | -39.4% |
| 6M | -1.3% | +15.3% | -16.6% | -4.0% |
| YTD | +31.8% | +16.5% | +15.3% | +27.8% |
| 1Y | +44.6% | +85.7% | -41.2% | +31.1% |
| All | -22.0% | +273.2% | -295.2% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling