-2.7%
GFS vs TEVA
+315.4%
-318.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +2.6% | +1.6% | +1.1% | +2.3% |
| 30D | -16.4% | +4.0% | -20.4% | -17.1% |
| 3M | -41.6% | +10.5% | -52.1% | -43.1% |
| 6M | -3.7% | +18.4% | -22.1% | -7.6% |
| YTD | +29.3% | +17.8% | +11.5% | +23.9% |
| 1Y | +37.1% | +90.5% | -53.3% | +18.1% |
| 3Y | -22.1% | +282.1% | -304.3% | -46.1% |
| All | -2.7% | +315.4% | -318.1% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling