-21.1%
GIS vs TEVA
-22.9%
+1.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -6.4% | +2.0% | -8.4% | -6.4% |
| 30D | -6.1% | +1.0% | -7.1% | -6.1% |
| 3M | +7.8% | +7.3% | +0.5% | +7.6% |
| 6M | -8.8% | +21.7% | -30.5% | -9.4% |
| YTD | -19.1% | +18.8% | -38.0% | -19.6% |
| 1Y | -24.8% | +86.5% | -111.2% | -26.3% |
| 3Y | -37.6% | +269.4% | -307.0% | -40.5% |
| 5Y | -25.4% | +303.6% | -329.0% | -29.6% |
| All | -21.1% | -22.9% | +1.8% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling