+45.3%
ABBV vs GLXY
+3.8%
+41.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +0.3% | -7.3% | +7.6% | +0.2% |
| 30D | +3.4% | +15.7% | -12.4% | +3.5% |
| 3M | +15.2% | -26.7% | +41.9% | +15.7% |
| 6M | +14.7% | +13.7% | +1.0% | +14.1% |
| YTD | +15.2% | +9.1% | +6.1% | +14.0% |
| 1Y | +20.4% | -15.5% | +35.9% | +19.1% |
| All | +45.3% | +3.8% | +41.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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