+499.9%
ABBV vs GME
+271.8%
+228.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.6% |
| 7D | -2.0% | +6.0% | -8.0% | -2.0% |
| 30D | +2.0% | +8.3% | -6.4% | +1.9% |
| 3M | +14.2% | -9.1% | +23.2% | +14.2% |
| 6M | +14.1% | -16.3% | +30.4% | +14.1% |
| YTD | +14.2% | +1.5% | +12.7% | +14.2% |
| 1Y | +24.2% | -16.3% | +40.6% | +24.2% |
| 3Y | +89.8% | +15.1% | +74.7% | +89.2% |
| 5Y | +187.2% | -57.2% | +244.3% | +186.5% |
| All | +499.9% | +271.8% | +228.1% | +376.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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