+171.6%
ABBV vs GFS
-2.1%
+173.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.8% |
| 7D | -4.1% | +4.5% | -8.6% | -4.3% |
| 30D | +1.2% | -8.2% | +9.4% | +1.4% |
| 3M | +12.1% | -38.9% | +51.0% | +14.1% |
| 6M | +12.0% | -2.9% | +14.9% | +10.4% |
| YTD | +12.4% | +31.8% | -19.4% | +8.7% |
| 1Y | +22.9% | +43.1% | -20.2% | +18.0% |
| 3Y | +86.8% | -20.6% | +107.4% | +82.5% |
| All | +171.6% | -2.1% | +173.7% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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