+1,156.2%
ABBV vs GAP
+9.8%
+1,146.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +0.4% | -4.5% | +4.9% | +0.8% |
| 30D | +4.2% | +9.0% | -4.9% | +3.1% |
| 3M | +14.8% | +5.0% | +9.8% | +13.9% |
| 6M | +10.3% | -17.8% | +28.1% | +11.6% |
| YTD | +14.9% | -10.4% | +25.3% | +15.1% |
| 1Y | +24.1% | -3.4% | +27.5% | +23.1% |
| 3Y | +91.9% | +111.5% | -19.5% | +67.4% |
| 5Y | +176.0% | +8.8% | +167.2% | +152.8% |
| 10Y | +502.9% | +32.9% | +470.0% | +382.5% |
| All | +1,156.2% | +9.8% | +1,146.4% | +981.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling