+274.7%
TEVA vs GTLB
-49.8%
+324.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.6% |
| 7D | -0.7% | -4.1% | +3.3% | -0.3% |
| 30D | -0.4% | +12.3% | -12.7% | -1.7% |
| 3M | +8.2% | +65.9% | -57.7% | +2.2% |
| 6M | +15.3% | +104.0% | -88.6% | +5.8% |
| YTD | +16.5% | +26.0% | -9.6% | +12.3% |
| 1Y | +85.7% | -3.5% | +89.2% | +83.8% |
| 3Y | +277.9% | -9.6% | +287.5% | +264.7% |
| All | +274.7% | -49.8% | +324.6% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling