-44.5%
GFS vs TEVA
+24.3%
-68.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.5% |
| 7D | +7.4% | +4.4% | +2.9% | +7.9% |
| 30D | -15.3% | +9.3% | -24.5% | -14.3% |
| 3M | -21.1% | +21.9% | -42.9% | -18.6% |
| 6M | -44.5% | +22.8% | -67.2% | -40.6% |
| All | -44.5% | +24.3% | -68.8% | -40.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling