-30.1%
GFS vs TEVA
+368.9%
-399.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.1% |
| 7D | +7.4% | +4.4% | +2.9% | +6.4% |
| 30D | -15.3% | +9.3% | -24.5% | -16.8% |
| 3M | -21.1% | +21.9% | -42.9% | -24.4% |
| 6M | -44.5% | +22.8% | -67.2% | -47.1% |
| YTD | +19.2% | +42.6% | -23.4% | +9.6% |
| 1Y | +27.2% | +74.2% | -47.0% | +12.0% |
| 3Y | -20.1% | +404.5% | -424.7% | -48.3% |
| All | -30.1% | +368.9% | -399.1% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling