+201.6%
ABBV vs GH
+45.9%
+155.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | +4.7% | -6.9% | +11.6% | +4.9% |
| 3M | +18.3% | -4.9% | +23.3% | +18.4% |
| 6M | +43.4% | +54.1% | -10.7% | +41.6% |
| YTD | +33.0% | +48.5% | -15.5% | +31.2% |
| 1Y | +30.8% | +61.2% | -30.3% | +28.9% |
| 3Y | +135.1% | +570.3% | -435.2% | +123.6% |
| All | +201.6% | +45.9% | +155.6% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling