+269.4%
TEVA vs GTLB
-10.9%
+280.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +2.0% | -5.7% | +7.7% | +2.5% |
| 30D | +1.0% | +15.1% | -14.2% | -0.3% |
| 3M | +7.3% | +65.5% | -58.1% | +2.7% |
| 6M | +21.7% | +102.9% | -81.2% | +14.0% |
| YTD | +18.8% | +25.2% | -6.4% | +16.4% |
| 1Y | +86.5% | -5.5% | +92.0% | +87.8% |
| 3Y | +269.4% | -10.9% | +280.3% | +262.9% |
| All | +269.4% | -10.9% | +280.3% | +262.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling