+104.5%
TEVA vs GTLB
+6.1%
+98.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.7% | -9.7% | +14.4% | +4.8% |
| 30D | +5.5% | +1.7% | +3.8% | +5.5% |
| 3M | +21.6% | +43.6% | -22.0% | +21.5% |
| 6M | +18.4% | +113.0% | -94.6% | +20.3% |
| YTD | +34.1% | +39.5% | -5.5% | +37.2% |
| 1Y | +104.5% | +12.6% | +91.9% | +107.7% |
| All | +104.5% | +6.1% | +98.4% | +107.7% |
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