+1,156.2%
ABBV vs GD
+584.3%
+571.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.8% |
| 7D | +0.4% | -5.3% | +5.6% | +2.5% |
| 30D | +4.2% | -6.4% | +10.6% | +6.8% |
| 3M | +14.8% | +5.7% | +9.1% | +12.1% |
| 6M | +10.3% | -0.9% | +11.2% | +10.2% |
| YTD | +14.9% | +8.2% | +6.7% | +10.5% |
| 1Y | +24.1% | +13.4% | +10.7% | +17.0% |
| 3Y | +91.9% | +68.5% | +23.4% | +51.5% |
| 5Y | +176.0% | +97.2% | +78.9% | +100.5% |
| 10Y | +502.9% | +190.2% | +312.8% | +247.4% |
| All | +1,156.2% | +584.3% | +571.9% | +460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling