+504.9%
ABBV vs GAP
+31.2%
+473.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.6% |
| 7D | +0.3% | -4.1% | +4.4% | +0.6% |
| 30D | +3.4% | +6.2% | -2.9% | +2.7% |
| 3M | +15.2% | -0.7% | +15.9% | +15.0% |
| 6M | +14.7% | -7.1% | +21.8% | +14.8% |
| YTD | +15.2% | -14.1% | +29.3% | +15.7% |
| 1Y | +20.4% | -8.5% | +28.9% | +20.0% |
| 3Y | +91.3% | +115.4% | -24.0% | +69.6% |
| 5Y | +189.6% | +9.8% | +179.7% | +167.8% |
| All | +504.9% | +31.2% | +473.6% | +412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling