+438.8%
GS vs TEVA
+15.4%
+423.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | +5.9% | +4.4% | +1.4% | +4.9% |
| 30D | +4.3% | +9.3% | -5.0% | +2.4% |
| 3M | -11.7% | +21.9% | -33.5% | -15.4% |
| 6M | -3.2% | +22.8% | -25.9% | -7.8% |
| YTD | +5.8% | +42.6% | -36.8% | -2.7% |
| 1Y | +16.0% | +74.2% | -58.2% | +2.3% |
| 3Y | +199.8% | +404.5% | -204.8% | +100.8% |
| 5Y | +155.5% | +367.9% | -212.4% | +68.7% |
| All | +438.8% | +15.4% | +423.4% | +274.5% |
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 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