+25.7%
GPN vs TEVA
-22.9%
+48.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | -4.3% | +2.0% | -6.3% | -4.7% |
| 30D | 0.0% | +1.0% | -0.9% | -0.2% |
| 3M | +35.8% | +7.3% | +28.5% | +33.6% |
| 6M | +22.0% | +21.7% | +0.3% | +17.1% |
| YTD | +15.2% | +18.8% | -3.6% | +10.8% |
| 1Y | +3.5% | +86.5% | -83.0% | -9.1% |
| 3Y | -26.9% | +269.4% | -296.4% | -45.7% |
| 5Y | -44.2% | +303.6% | -347.8% | -60.2% |
| All | +25.7% | -22.9% | +48.6% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling