+5.8%
GLXY vs TEVA
+112.3%
-106.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.7% |
| 7D | -8.9% | -0.7% | -8.2% | -8.8% |
| 30D | +19.9% | -0.4% | +20.2% | +20.0% |
| 3M | -20.0% | +8.2% | -28.2% | -21.6% |
| 6M | +10.5% | +15.3% | -4.8% | +4.9% |
| YTD | +7.9% | +16.5% | -8.6% | +1.6% |
| 1Y | -7.5% | +85.7% | -93.2% | -28.0% |
| All | +5.8% | +112.3% | -106.5% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling