+96.8%
TEVA vs GNRC
+6.8%
+90.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.1% |
| 7D | -0.2% | +1.9% | -2.2% | -0.5% |
| 30D | +4.7% | -13.8% | +18.5% | +7.0% |
| 3M | +5.6% | -32.6% | +38.2% | +11.8% |
| 6M | +10.5% | -15.2% | +25.7% | +9.8% |
| YTD | +16.5% | +37.4% | -20.9% | +10.0% |
| 1Y | +96.8% | +5.1% | +91.6% | +89.9% |
| All | +96.8% | +6.8% | +90.0% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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