+24.4%
GH vs TEVA
+300.5%
-276.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.6% |
| 7D | -2.5% | +2.0% | -4.5% | -3.1% |
| 30D | -4.7% | +1.0% | -5.6% | -5.0% |
| 3M | +20.2% | +7.3% | +12.9% | +17.3% |
| 6M | +78.8% | +21.7% | +57.1% | +67.3% |
| YTD | +54.1% | +18.8% | +35.2% | +45.2% |
| 1Y | +177.1% | +86.5% | +90.6% | +125.0% |
| 3Y | +371.6% | +269.4% | +102.2% | +177.0% |
| All | +24.4% | +300.5% | -276.1% | -35.2% |
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