+176.9%
TEVA vs GRMN
+6,537.4%
-6,360.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.7% | -1.8% | +1.1% | -0.4% |
| 30D | -0.4% | -12.1% | +11.7% | +2.0% |
| 3M | +8.2% | +18.0% | -9.7% | +5.0% |
| 6M | +15.3% | +13.7% | +1.6% | +12.6% |
| YTD | +16.5% | +35.3% | -18.8% | +10.0% |
| 1Y | +85.7% | +17.2% | +68.5% | +79.5% |
| 3Y | +277.9% | +179.6% | +98.2% | +208.9% |
| 5Y | +295.5% | +75.6% | +220.0% | +247.7% |
| 10Y | -24.5% | +644.2% | -668.7% | -46.0% |
| All | +176.9% | +6,537.4% | -6,360.5% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling