+633.1%
GS vs TEVA
-24.5%
+657.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -0.9% | -0.4% | -0.6% | -0.9% |
| 3M | +2.3% | +8.2% | -5.9% | +0.2% |
| 6M | +23.4% | +15.3% | +8.1% | +18.9% |
| YTD | +17.7% | +16.5% | +1.2% | +13.0% |
| 1Y | +35.1% | +85.7% | -50.6% | +16.9% |
| 3Y | +234.9% | +277.9% | -42.9% | +138.4% |
| 5Y | +185.3% | +295.5% | -110.2% | +94.4% |
| All | +633.1% | -24.5% | +657.6% | +498.1% |
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