+18.6%
GLDM vs TEVA
+84.1%
-65.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.6% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | +5.9% | +8.2% | -2.4% | +5.1% |
| 6M | -16.9% | +15.3% | -32.2% | -18.3% |
| YTD | +0.2% | +16.5% | -16.3% | -1.6% |
| 1Y | +18.6% | +85.7% | -67.2% | +12.6% |
| All | +18.6% | +84.1% | -65.5% | +12.6% |
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 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