+187.2%
ABBV vs GIS
-25.0%
+212.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +2.5% |
| 7D | -2.0% | -8.4% | +6.4% | +0.6% |
| 30D | +2.0% | -5.2% | +7.2% | +3.4% |
| 3M | +14.2% | +8.2% | +6.0% | +10.9% |
| 6M | +14.1% | -12.0% | +26.1% | +18.0% |
| YTD | +14.2% | -18.9% | +33.1% | +20.7% |
| 1Y | +24.2% | -23.6% | +47.8% | +33.9% |
| 3Y | +89.8% | -37.6% | +127.4% | +117.9% |
| 5Y | +187.2% | -25.2% | +212.4% | +215.8% |
| All | +187.2% | -25.0% | +212.2% | +215.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling