+404.5%
TEVA vs GGLL
+166.5%
+238.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.1% | +2.1% |
| 7D | +4.4% | +7.7% | -3.2% | +3.9% |
| 30D | +9.3% | -30.2% | +39.5% | +11.9% |
| 3M | +21.9% | -31.3% | +53.1% | +24.8% |
| 6M | +22.8% | -52.1% | +74.8% | +29.2% |
| YTD | +42.6% | -25.9% | +68.4% | +42.8% |
| 1Y | +74.2% | -8.5% | +82.7% | +71.2% |
| 3Y | +404.5% | +165.5% | +239.0% | +352.8% |
| All | +404.5% | +166.5% | +238.0% | +352.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling