-22.1%
TEVA vs GNRC
+2,082.9%
-2,105.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.5% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | +1.0% | -15.7% | +16.7% | +4.2% |
| 3M | +7.3% | -27.3% | +34.7% | +13.2% |
| 6M | +21.7% | -12.1% | +33.8% | +23.1% |
| YTD | +18.8% | +37.1% | -18.3% | +9.6% |
| 1Y | +86.5% | -0.5% | +86.9% | +81.8% |
| 3Y | +269.4% | +61.5% | +207.9% | +217.7% |
| 5Y | +303.6% | -58.6% | +362.2% | +328.6% |
| 10Y | -22.9% | +446.3% | -469.2% | -51.1% |
| All | -22.1% | +2,082.9% | -2,105.1% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling