+319.6%
TEVA vs GGLL
+327.4%
-7.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.7% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | +1.0% | -4.0% | +4.9% | +1.3% |
| 3M | +7.3% | -15.5% | +22.8% | +8.2% |
| 6M | +21.7% | +7.6% | +14.1% | +18.9% |
| YTD | +18.8% | +2.0% | +16.9% | +16.6% |
| 1Y | +86.5% | +63.9% | +22.5% | +74.2% |
| 3Y | +269.4% | +239.7% | +29.8% | +207.3% |
| All | +319.6% | +327.4% | -7.8% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling