+24.5%
GLD vs TEVA
+93.8%
-69.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | +4.7% | -0.3% | +3.9% |
| 3M | -1.1% | +5.6% | -6.7% | -1.5% |
| 6M | -13.8% | +10.5% | -24.3% | -14.9% |
| YTD | +2.6% | +16.5% | -13.9% | +0.8% |
| 1Y | +24.5% | +96.8% | -72.2% | +17.2% |
| All | +24.5% | +93.8% | -69.3% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling