+1,320.5%
ABBV vs GD
+581.8%
+738.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.3% |
| 7D | -0.9% | -3.9% | +3.0% | +0.6% |
| 30D | +8.7% | +8.1% | +0.7% | +5.5% |
| 3M | +17.8% | -6.8% | +24.6% | +20.8% |
| 6M | +41.7% | +3.0% | +38.7% | +39.5% |
| YTD | +29.9% | +7.8% | +22.2% | +24.9% |
| 1Y | +37.0% | +5.8% | +31.2% | +32.6% |
| 3Y | +125.2% | +55.3% | +69.9% | +84.1% |
| 5Y | +193.8% | +96.7% | +97.1% | +113.4% |
| 10Y | +673.0% | +195.4% | +477.6% | +341.0% |
| All | +1,320.5% | +581.8% | +738.7% | +533.3% |
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 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