-26.9%
GPN vs TEVA
+280.8%
-307.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | -4.3% | +2.0% | -6.3% | -4.6% |
| 30D | 0.0% | +1.0% | -0.9% | -0.2% |
| 3M | +35.8% | +7.3% | +28.5% | +34.1% |
| 6M | +22.0% | +21.7% | +0.3% | +18.0% |
| YTD | +15.2% | +18.8% | -3.6% | +11.4% |
| 1Y | +3.5% | +86.5% | -83.0% | -6.3% |
| 3Y | -26.9% | +269.4% | -296.4% | -45.4% |
| All | -26.9% | +280.8% | -307.7% | -45.4% |
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