-25.0%
TEVA vs GDDY
+207.2%
-232.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +1.5% |
| 7D | +2.0% | -3.2% | +5.2% | +2.8% |
| 30D | +1.0% | +6.8% | -5.9% | -1.5% |
| 3M | +7.3% | +30.5% | -23.1% | -2.6% |
| 6M | +21.7% | +13.3% | +8.4% | +14.3% |
| YTD | +18.8% | -21.0% | +39.8% | +24.0% |
| 1Y | +86.5% | -34.0% | +120.5% | +105.7% |
| 3Y | +269.4% | +33.1% | +236.4% | +208.8% |
| 5Y | +303.6% | +30.3% | +273.3% | +231.3% |
| All | -25.0% | +207.2% | -232.2% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling