+96.8%
TEVA vs GTLB
+14.4%
+82.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -0.2% | +11.1% | -11.3% | -0.3% |
| 30D | +4.7% | +37.8% | -33.1% | +4.8% |
| 3M | +5.6% | +61.6% | -56.0% | +5.7% |
| 6M | +10.5% | +98.9% | -88.4% | +12.0% |
| YTD | +16.5% | +32.8% | -16.3% | +18.2% |
| 1Y | +96.8% | +14.7% | +82.1% | +99.9% |
| All | +96.8% | +14.4% | +82.3% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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