+299.2%
TEVA vs GDDY
+29.8%
+269.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +1.7% |
| 7D | +2.0% | -3.2% | +5.2% | +2.5% |
| 30D | +1.0% | +6.8% | -5.9% | -0.8% |
| 3M | +7.3% | +30.5% | -23.1% | +0.1% |
| 6M | +21.7% | +13.3% | +8.4% | +16.5% |
| YTD | +18.8% | -21.0% | +39.8% | +24.3% |
| 1Y | +86.5% | -34.0% | +120.5% | +104.5% |
| 3Y | +269.4% | +33.1% | +236.4% | +212.1% |
| All | +299.2% | +29.8% | +269.5% | +248.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling