+7.0%
GLXY vs TEVA
+116.6%
-109.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.6% |
| 7D | -7.3% | +2.0% | -9.3% | -7.8% |
| 30D | +15.7% | +1.0% | +14.8% | +15.5% |
| 3M | -26.7% | +7.3% | -34.0% | -27.7% |
| 6M | +13.7% | +21.7% | -8.0% | +6.0% |
| YTD | +9.1% | +18.8% | -9.7% | +2.2% |
| 1Y | -15.5% | +86.5% | -102.0% | -33.9% |
| All | +7.0% | +116.6% | -109.6% | -25.0% |
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 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