+6,749.8%
TEVA vs GAP
+2,098.4%
+4,651.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -0.7% | -6.3% | +5.6% | +0.3% |
| 30D | -0.4% | -0.2% | -0.1% | -0.6% |
| 3M | +8.2% | 0.0% | +8.2% | +7.7% |
| 6M | +15.3% | -8.1% | +23.4% | +15.7% |
| YTD | +16.5% | -16.5% | +32.9% | +18.3% |
| 1Y | +85.7% | -10.5% | +96.2% | +85.9% |
| 3Y | +277.9% | +104.0% | +173.9% | +213.6% |
| 5Y | +295.5% | +6.8% | +288.8% | +250.4% |
| 10Y | -24.5% | +26.9% | -51.4% | -40.5% |
| All | +6,749.8% | +2,098.4% | +4,651.4% | +2,676.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling