+125.6%
ABBV vs GD
+55.3%
+70.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.7% |
| 7D | -0.9% | -3.9% | +3.0% | 0.0% |
| 30D | +8.7% | +8.1% | +0.7% | +6.7% |
| 3M | +17.8% | -6.8% | +24.6% | +19.6% |
| 6M | +41.7% | +3.0% | +38.7% | +40.3% |
| YTD | +29.9% | +7.8% | +22.2% | +26.6% |
| 1Y | +37.0% | +5.8% | +31.2% | +34.1% |
| All | +125.6% | +55.3% | +70.2% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling