+504.9%
ABBV vs GFI
+1,066.8%
-562.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | +0.3% | -4.9% | +5.1% | +0.3% |
| 30D | +3.4% | +10.7% | -7.4% | +3.4% |
| 3M | +15.2% | +25.6% | -10.4% | +15.2% |
| 6M | +14.7% | -8.3% | +22.9% | +14.7% |
| YTD | +15.2% | +6.3% | +8.9% | +15.2% |
| 1Y | +20.4% | +22.1% | -1.7% | +20.4% |
| 3Y | +91.3% | +289.2% | -197.8% | +91.8% |
| 5Y | +189.6% | +531.7% | -342.1% | +192.6% |
| All | +504.9% | +1,066.8% | -562.0% | +570.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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