+69.8%
TEVA vs GWRE
-24.6%
+94.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | +0.7% | +4.5% | -3.8% | +0.7% |
| 30D | +6.8% | +1.7% | +5.1% | +6.6% |
| 3M | +20.3% | +4.4% | +16.0% | +19.4% |
| 6M | +16.5% | +19.5% | -3.0% | +15.3% |
| YTD | +33.9% | -16.7% | +50.6% | +43.9% |
| 1Y | +69.8% | -24.0% | +93.8% | +87.8% |
| All | +69.8% | -24.6% | +94.4% | +87.8% |
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