+238.8%
GS vs TEVA
+278.3%
-39.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | +2.4% | -1.7% | +4.1% | +2.6% |
| 30D | -0.1% | +2.0% | -2.0% | -0.4% |
| 3M | +0.2% | +7.0% | -6.8% | -0.9% |
| 6M | +24.8% | +17.0% | +7.8% | +21.4% |
| YTD | +18.8% | +18.1% | +0.7% | +15.4% |
| 1Y | +37.3% | +87.2% | -49.9% | +25.0% |
| All | +238.8% | +278.3% | -39.5% | +153.3% |
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