+1,387.3%
GIS vs TEVA
+7,037.9%
-5,650.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -6.4% | +2.0% | -8.4% | -6.5% |
| 30D | -6.1% | +1.0% | -7.1% | -6.2% |
| 3M | +7.8% | +7.3% | +0.5% | +7.3% |
| 6M | -8.8% | +21.7% | -30.5% | -10.1% |
| YTD | -19.1% | +18.8% | -38.0% | -20.2% |
| 1Y | -24.8% | +86.5% | -111.2% | -27.9% |
| 3Y | -37.6% | +269.4% | -307.0% | -43.3% |
| 5Y | -25.4% | +303.6% | -329.0% | -33.5% |
| 10Y | -19.6% | -22.9% | +3.3% | -22.6% |
| All | +1,387.3% | +7,037.9% | -5,650.6% | +850.6% |
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