+182.6%
ABBV vs GD
+97.9%
+84.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.0% |
| 7D | +0.4% | -5.3% | +5.6% | +1.8% |
| 30D | +4.2% | -6.4% | +10.6% | +6.0% |
| 3M | +14.8% | +5.7% | +9.1% | +12.9% |
| 6M | +10.3% | -0.9% | +11.2% | +10.2% |
| YTD | +14.9% | +8.2% | +6.7% | +11.8% |
| 1Y | +24.1% | +13.4% | +10.7% | +19.0% |
| 3Y | +91.9% | +68.5% | +23.4% | +62.0% |
| All | +182.6% | +97.9% | +84.7% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling