+96.8%
TEVA vs GFI
+45.3%
+51.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -0.2% | +3.1% | -3.4% | -0.7% |
| 30D | +4.7% | +27.1% | -22.4% | +1.2% |
| 3M | +5.6% | +21.2% | -15.6% | +2.5% |
| 6M | +10.5% | -4.5% | +15.0% | +11.2% |
| YTD | +16.5% | +11.7% | +4.8% | +11.4% |
| 1Y | +96.8% | +46.0% | +50.7% | +77.3% |
| All | +96.8% | +45.3% | +51.5% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling