-25.0%
TEVA vs GRMN
+677.8%
-702.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +0.3% |
| 7D | +2.0% | +2.4% | -0.4% | +1.0% |
| 30D | +1.0% | -8.5% | +9.4% | +4.5% |
| 3M | +7.3% | +19.5% | -12.1% | -0.4% |
| 6M | +21.7% | +21.2% | +0.5% | +12.2% |
| YTD | +18.8% | +41.0% | -22.2% | +2.6% |
| 1Y | +86.5% | +19.6% | +66.9% | +70.8% |
| 3Y | +269.4% | +183.8% | +85.6% | +114.6% |
| 5Y | +303.6% | +83.0% | +220.6% | +192.2% |
| All | -25.0% | +677.8% | -702.7% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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