+1,354.0%
ABBV vs GIS
+39.9%
+1,314.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | +1.3% | -3.4% | +4.6% | +2.3% |
| 30D | +4.7% | +6.9% | -2.2% | +2.3% |
| 3M | +18.3% | -10.1% | +28.5% | +21.7% |
| 6M | +43.4% | +5.9% | +37.5% | +39.6% |
| YTD | +33.0% | -21.1% | +54.1% | +41.3% |
| 1Y | +30.8% | -22.5% | +53.3% | +39.8% |
| 3Y | +135.1% | -39.0% | +174.1% | +170.0% |
| 5Y | +201.2% | -33.3% | +234.6% | +233.0% |
| 10Y | +602.7% | -17.0% | +619.7% | +597.4% |
| All | +1,354.0% | +39.9% | +1,314.1% | +983.5% |
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