+2,064.0%
GS vs TEVA
+724.8%
+1,339.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.9% | -0.2% | +1.2% | +0.9% |
| 30D | -1.6% | +4.7% | -6.3% | -2.9% |
| 3M | -4.5% | +5.6% | -10.1% | -6.5% |
| 6M | +20.9% | +10.5% | +10.4% | +16.5% |
| YTD | +19.9% | +16.5% | +3.4% | +13.7% |
| 1Y | +41.4% | +96.8% | -55.3% | +15.4% |
| 3Y | +239.2% | +269.5% | -30.4% | +120.9% |
| 5Y | +185.0% | +283.5% | -98.5% | +75.6% |
| 10Y | +655.0% | -25.9% | +680.9% | +561.6% |
| All | +2,064.0% | +724.8% | +1,339.2% | +747.4% |
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 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