+1,831.1%
GS vs TEVA
+880.9%
+950.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | -0.1% | +3.3% | -3.4% | -1.0% |
| 30D | +3.7% | +5.0% | -1.4% | +2.3% |
| 3M | -10.0% | +18.5% | -28.5% | -14.2% |
| 6M | -1.0% | +20.6% | -21.6% | -6.7% |
| YTD | +7.0% | +38.5% | -31.6% | -3.3% |
| 1Y | +16.6% | +72.1% | -55.4% | -0.5% |
| 3Y | +204.4% | +398.2% | -193.7% | +82.9% |
| 5Y | +160.0% | +353.2% | -193.2% | +53.8% |
| 10Y | +458.9% | +11.0% | +447.9% | +332.1% |
| All | +1,831.1% | +880.9% | +950.2% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling