+137.1%
GLD vs TEVA
+290.4%
-153.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.7% |
| 7D | -3.4% | -0.7% | -2.6% | -3.4% |
| 30D | -1.1% | -0.4% | -0.8% | -1.1% |
| 3M | +5.8% | +8.2% | -2.4% | +5.6% |
| 6M | -17.1% | +15.3% | -32.4% | -17.4% |
| YTD | 0.0% | +16.5% | -16.5% | -0.4% |
| 1Y | +18.2% | +85.7% | -67.5% | +16.7% |
| 3Y | +122.6% | +277.9% | -155.3% | +116.1% |
| 5Y | +137.1% | +295.5% | -158.5% | +132.8% |
| All | +137.1% | +290.4% | -153.4% | +132.8% |
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