+177.6%
ABBV vs GFS
-3.7%
+181.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.5% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | +4.2% | -8.6% | +12.8% | +4.4% |
| 3M | +14.8% | -46.5% | +61.4% | +17.6% |
| 6M | +10.3% | -4.8% | +15.1% | +8.7% |
| YTD | +14.9% | +29.7% | -14.8% | +11.1% |
| 1Y | +24.1% | +35.8% | -11.7% | +19.5% |
| 3Y | +91.9% | -18.3% | +110.3% | +87.3% |
| All | +177.6% | -3.7% | +181.3% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling