+1,118.6%
ABBV vs GIS
+50.8%
+1,067.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.5% |
| 7D | -4.3% | -8.3% | +4.0% | -1.7% |
| 30D | +1.1% | +2.2% | -1.1% | +0.3% |
| 3M | +12.3% | +15.7% | -3.4% | +6.8% |
| 6M | +9.8% | -12.0% | +21.8% | +13.7% |
| YTD | +11.5% | -15.0% | +26.4% | +16.2% |
| 1Y | +22.3% | -20.1% | +42.4% | +29.9% |
| 3Y | +85.2% | -34.6% | +119.8% | +108.8% |
| 5Y | +170.8% | -22.8% | +193.7% | +186.8% |
| 10Y | +485.4% | -18.5% | +503.9% | +494.1% |
| All | +1,118.6% | +50.8% | +1,067.8% | +790.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling