+299.2%
TEVA vs GAP
+8.7%
+290.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.8% | +1.5% |
| 7D | +2.0% | -4.1% | +6.1% | +2.7% |
| 30D | +1.0% | +6.2% | -5.3% | -0.4% |
| 3M | +7.3% | -0.7% | +8.0% | +6.9% |
| 6M | +21.7% | -7.1% | +28.8% | +21.9% |
| YTD | +18.8% | -14.1% | +32.9% | +20.3% |
| 1Y | +86.5% | -8.5% | +95.0% | +85.8% |
| 3Y | +269.4% | +115.4% | +154.1% | +192.1% |
| All | +299.2% | +8.7% | +290.5% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling