+1,129.0%
ABBV vs GFI
+478.0%
+651.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -4.1% | +4.7% | -8.8% | -4.1% |
| 30D | +1.2% | +14.4% | -13.2% | +1.2% |
| 3M | +12.1% | +32.5% | -20.4% | +12.1% |
| 6M | +12.0% | -7.2% | +19.2% | +12.0% |
| YTD | +12.4% | +10.9% | +1.6% | +12.4% |
| 1Y | +22.9% | +35.5% | -12.5% | +22.9% |
| 3Y | +86.8% | +312.1% | -225.4% | +86.8% |
| 5Y | +181.0% | +524.6% | -343.6% | +182.1% |
| 10Y | +497.0% | +1,092.7% | -595.8% | +513.9% |
| All | +1,129.0% | +478.0% | +651.0% | +1,132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling