+504.9%
ABBV vs GM
+240.0%
+264.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +0.3% | -2.4% | +2.7% | +0.6% |
| 30D | +3.4% | -1.1% | +4.5% | +3.5% |
| 3M | +15.2% | +6.1% | +9.1% | +14.0% |
| 6M | +14.7% | +15.0% | -0.3% | +11.8% |
| YTD | +15.2% | +6.0% | +9.2% | +13.5% |
| 1Y | +20.4% | +47.1% | -26.7% | +12.3% |
| 3Y | +91.3% | +170.5% | -79.1% | +58.4% |
| 5Y | +189.6% | +80.5% | +109.1% | +150.3% |
| All | +504.9% | +240.0% | +264.8% | +339.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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