+126.5%
GLDM vs TEVA
+290.6%
-164.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.7% |
| 7D | +0.7% | +1.6% | -0.8% | +0.7% |
| 30D | +0.3% | +4.0% | -3.6% | +0.2% |
| 3M | +0.7% | +10.5% | -9.8% | +0.5% |
| 6M | -15.4% | +18.4% | -33.8% | -15.8% |
| YTD | +1.0% | +17.8% | -16.8% | +0.6% |
| 1Y | +19.7% | +90.5% | -70.7% | +19.1% |
| 3Y | +126.5% | +282.1% | -155.6% | +133.0% |
| All | +126.5% | +290.6% | -164.1% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling