+499.9%
ABBV vs GIS
-19.3%
+519.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +2.5% |
| 7D | -2.0% | -8.4% | +6.4% | +0.5% |
| 30D | +2.0% | -5.2% | +7.2% | +3.4% |
| 3M | +14.2% | +8.2% | +6.0% | +11.2% |
| 6M | +14.1% | -12.0% | +26.1% | +17.7% |
| YTD | +14.2% | -18.9% | +33.1% | +20.2% |
| 1Y | +24.2% | -23.6% | +47.8% | +33.0% |
| 3Y | +89.8% | -37.6% | +127.4% | +114.5% |
| 5Y | +187.2% | -25.2% | +212.4% | +207.0% |
| All | +499.9% | -19.3% | +519.2% | +505.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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