+299.2%
TEVA vs GFI
+524.1%
-224.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.1% |
| 7D | +2.0% | -4.9% | +6.9% | +2.4% |
| 30D | +1.0% | +10.7% | -9.8% | 0.0% |
| 3M | +7.3% | +25.6% | -18.3% | +4.9% |
| 6M | +21.7% | -8.3% | +30.0% | +21.9% |
| YTD | +18.8% | +6.3% | +12.5% | +17.1% |
| 1Y | +86.5% | +22.1% | +64.4% | +81.3% |
| 3Y | +269.4% | +289.2% | -19.8% | +224.0% |
| All | +299.2% | +524.1% | -224.8% | +254.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling