+181.0%
ABBV vs GME
-55.8%
+236.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +0.9% |
| 7D | -4.1% | +4.8% | -9.0% | -4.1% |
| 30D | +1.2% | +5.9% | -4.7% | +1.2% |
| 3M | +12.1% | -10.7% | +22.8% | +12.1% |
| 6M | +12.0% | -19.8% | +31.8% | +12.0% |
| YTD | +12.4% | -0.9% | +13.4% | +12.4% |
| 1Y | +22.9% | -15.7% | +38.6% | +22.9% |
| 3Y | +86.8% | +12.3% | +74.4% | +87.3% |
| 5Y | +181.0% | -60.1% | +241.1% | +178.3% |
| All | +181.0% | -55.8% | +236.8% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling