+602.8%
ABBV vs GAP
+2.4%
+600.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +2.2% | -5.2% | +7.3% | +2.6% |
| 30D | +8.0% | -6.9% | +14.9% | +8.6% |
| 3M | +19.1% | +5.7% | +13.4% | +18.2% |
| 6M | +43.5% | +0.9% | +42.6% | +42.7% |
| YTD | +32.7% | -14.5% | +47.2% | +33.3% |
| 1Y | +30.0% | -12.1% | +42.1% | +30.1% |
| 3Y | +134.7% | +72.2% | +62.6% | +113.3% |
| 5Y | +200.6% | +4.5% | +196.1% | +180.1% |
| All | +602.8% | +2.4% | +600.4% | +504.6% |
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