+604.1%
ABBV vs GD
+165.7%
+438.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | +2.7% | -1.4% | +0.3% |
| 30D | +4.7% | +8.6% | -3.9% | +1.6% |
| 3M | +18.3% | -7.1% | +25.4% | +21.2% |
| 6M | +43.4% | +7.5% | +35.9% | +39.2% |
| YTD | +33.0% | +9.9% | +23.1% | +27.4% |
| 1Y | +30.8% | +7.6% | +23.3% | +26.3% |
| 3Y | +135.1% | +56.2% | +78.9% | +94.8% |
| 5Y | +201.2% | +100.6% | +100.6% | +122.4% |
| All | +604.1% | +165.7% | +438.4% | +396.2% |
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