+280.9%
ABBV vs GH
+473.1%
-192.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | -2.0% | -1.2% | -0.8% | -1.9% |
| 30D | +2.0% | -3.7% | +5.6% | +2.1% |
| 3M | +14.2% | +21.7% | -7.5% | +12.7% |
| 6M | +14.1% | +75.7% | -61.7% | +10.0% |
| YTD | +14.2% | +55.7% | -41.5% | +10.8% |
| 1Y | +24.2% | +181.1% | -156.9% | +16.1% |
| 3Y | +89.8% | +371.6% | -281.8% | +68.5% |
| 5Y | +187.2% | +23.2% | +164.0% | +174.8% |
| All | +280.9% | +473.1% | -192.1% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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