+86.5%
TEVA vs GFI
+26.4%
+60.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | +2.0% | -4.9% | +6.9% | +2.7% |
| 30D | +1.0% | +10.7% | -9.8% | -0.5% |
| 3M | +7.3% | +25.6% | -18.3% | +3.5% |
| 6M | +21.7% | -8.3% | +30.0% | +23.2% |
| YTD | +18.8% | +6.3% | +12.5% | +14.4% |
| 1Y | +86.5% | +22.1% | +64.4% | +71.7% |
| All | +86.5% | +26.4% | +60.0% | +71.7% |
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