+602.6%
ABBV vs GD
+174.7%
+427.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +0.1% | +0.6% | -0.6% | -0.2% |
| 30D | +5.6% | +9.5% | -3.9% | +2.2% |
| 3M | +18.7% | -5.8% | +24.5% | +21.0% |
| 6M | +47.4% | +7.7% | +39.7% | +43.0% |
| YTD | +33.0% | +11.1% | +21.9% | +26.9% |
| 1Y | +34.9% | +6.1% | +28.8% | +30.9% |
| 3Y | +135.2% | +59.8% | +75.3% | +93.2% |
| 5Y | +202.1% | +104.6% | +97.4% | +121.4% |
| 10Y | +602.6% | +170.5% | +432.0% | +393.8% |
| All | +602.6% | +174.7% | +427.8% | +393.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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