+504.9%
ABBV vs GNRC
+448.8%
+56.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.6% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | +3.4% | -15.7% | +19.1% | +4.8% |
| 3M | +15.2% | -27.3% | +42.5% | +18.0% |
| 6M | +14.7% | -12.1% | +26.7% | +14.9% |
| YTD | +15.2% | +37.1% | -21.9% | +10.1% |
| 1Y | +20.4% | -0.5% | +20.8% | +18.4% |
| 3Y | +91.3% | +61.5% | +29.8% | +75.8% |
| 5Y | +189.6% | -58.6% | +248.1% | +214.2% |
| All | +504.9% | +448.8% | +56.0% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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