+86.5%
TEVA vs GPC
-0.9%
+87.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +2.0% | -3.2% | +5.2% | +2.6% |
| 30D | +1.0% | +0.5% | +0.4% | +0.8% |
| 3M | +7.3% | +31.7% | -24.4% | +2.2% |
| 6M | +21.7% | +24.7% | -3.0% | +16.7% |
| YTD | +18.8% | +11.8% | +7.1% | +8.3% |
| 1Y | +86.5% | -3.0% | +89.4% | +87.1% |
| All | +86.5% | -0.9% | +87.4% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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