+1,354.0%
ABBV vs GAP
+3.9%
+1,350.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +1.3% | -1.9% | +3.2% | +1.5% |
| 30D | +4.7% | -7.1% | +11.8% | +5.4% |
| 3M | +18.3% | +4.1% | +14.2% | +17.5% |
| 6M | +43.4% | +1.9% | +41.5% | +42.2% |
| YTD | +33.0% | -15.2% | +48.2% | +33.7% |
| 1Y | +30.8% | -10.6% | +41.4% | +30.7% |
| 3Y | +135.1% | +74.6% | +60.5% | +109.9% |
| 5Y | +201.2% | +3.7% | +197.6% | +177.4% |
| 10Y | +602.7% | +2.4% | +600.3% | +492.3% |
| All | +1,354.0% | +3.9% | +1,350.1% | +1,157.1% |
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 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