+6,827.0%
TEVA vs GPC
+2,270.7%
+4,556.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.1% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +4.0% | -0.4% | +4.3% | +4.0% |
| 3M | +10.5% | +39.2% | -28.7% | -1.6% |
| 6M | +18.4% | +18.2% | +0.2% | +10.9% |
| YTD | +17.8% | +12.1% | +5.7% | +11.3% |
| 1Y | +90.5% | -0.7% | +91.1% | +87.5% |
| 3Y | +282.1% | -1.7% | +283.8% | +264.4% |
| 5Y | +291.9% | +29.3% | +262.6% | +236.3% |
| 10Y | -24.9% | +80.7% | -105.5% | -44.4% |
| All | +6,827.0% | +2,270.7% | +4,556.3% | +2,208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling