-55.2%
GLXY vs TEVA
+106.6%
-161.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.1% | -16.9% | -17.0% |
| 7D | -26.8% | +4.7% | -31.5% | -27.3% |
| 30D | -38.3% | +5.5% | -43.8% | -38.8% |
| 3M | -36.9% | +21.6% | -58.5% | -38.4% |
| 6M | -52.1% | +18.4% | -70.5% | -52.4% |
| YTD | -37.5% | +34.1% | -71.6% | -40.8% |
| 1Y | -55.2% | +104.5% | -159.7% | -62.5% |
| All | -55.2% | +106.6% | -161.7% | -62.5% |
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