+604.1%
ABBV vs GAP
+1.5%
+602.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +1.3% | -1.9% | +3.2% | +1.4% |
| 30D | +4.7% | -7.1% | +11.8% | +5.3% |
| 3M | +18.3% | +4.1% | +14.2% | +17.7% |
| 6M | +43.4% | +1.9% | +41.5% | +42.4% |
| YTD | +33.0% | -15.2% | +48.2% | +33.6% |
| 1Y | +30.8% | -10.6% | +41.4% | +30.7% |
| 3Y | +135.1% | +74.6% | +60.5% | +113.3% |
| 5Y | +201.2% | +3.7% | +197.6% | +180.8% |
| All | +604.1% | +1.5% | +602.6% | +506.2% |
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