+96.8%
TEVA vs GWRE
-25.4%
+122.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -19.9% | +19.2% | -0.2% |
| 7D | -0.2% | -21.1% | +20.9% | +0.3% |
| 30D | +4.7% | +1.3% | +3.4% | +4.3% |
| 3M | +5.6% | +7.4% | -1.8% | +4.4% |
| 6M | +10.5% | +5.6% | +4.9% | +9.8% |
| YTD | +16.5% | -19.2% | +35.7% | +19.6% |
| 1Y | +96.8% | -25.1% | +121.9% | +101.1% |
| All | +96.8% | -25.4% | +122.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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