+643.2%
ABBV vs GD
+190.6%
+452.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -1.2% | -5.0% | +3.8% | +0.6% |
| 30D | +8.0% | +8.9% | -0.9% | +4.7% |
| 3M | +20.2% | -8.0% | +28.2% | +23.6% |
| 6M | +44.0% | +2.9% | +41.1% | +41.9% |
| YTD | +31.3% | +7.1% | +24.2% | +26.9% |
| 1Y | +37.0% | +5.9% | +31.0% | +32.8% |
| 3Y | +128.0% | +53.9% | +74.1% | +89.4% |
| 5Y | +196.9% | +95.4% | +101.5% | +120.3% |
| All | +643.2% | +190.6% | +452.6% | +322.2% |
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