+69.8%
TEVA vs GFI
+5.1%
+64.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | +0.7% | +7.7% | -7.0% | 0.0% |
| 30D | +6.8% | +4.6% | +2.2% | +6.3% |
| 3M | +20.3% | +3.8% | +16.6% | +19.4% |
| 6M | +16.5% | -7.3% | +23.8% | +17.1% |
| YTD | +33.9% | -8.8% | +42.7% | +30.3% |
| 1Y | +69.8% | +4.3% | +65.5% | +59.3% |
| All | +69.8% | +5.1% | +64.8% | +59.3% |
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