-25.0%
TEVA vs GNRC
+448.8%
-473.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.4% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | +1.0% | -15.7% | +16.7% | +4.8% |
| 3M | +7.3% | -27.3% | +34.7% | +14.3% |
| 6M | +21.7% | -12.1% | +33.8% | +23.2% |
| YTD | +18.8% | +37.1% | -18.3% | +7.5% |
| 1Y | +86.5% | -0.5% | +86.9% | +80.4% |
| 3Y | +269.4% | +61.5% | +207.9% | +204.8% |
| 5Y | +303.6% | -58.6% | +362.2% | +355.1% |
| All | -25.0% | +448.8% | -473.8% | -68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling