+269.4%
TEVA vs GFI
+296.4%
-27.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +2.0% |
| 7D | +2.0% | -2.7% | +4.7% | +2.2% |
| 30D | +1.0% | +13.2% | -12.3% | -0.1% |
| 3M | +7.3% | +28.5% | -21.2% | +4.8% |
| 6M | +21.7% | -6.2% | +27.9% | +21.8% |
| YTD | +18.8% | +8.7% | +10.1% | +17.2% |
| 1Y | +86.5% | +24.8% | +61.6% | +81.8% |
| 3Y | +269.4% | +298.0% | -28.6% | +230.7% |
| All | +269.4% | +296.4% | -27.0% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling