+497.0%
ABBV vs GPC
+83.6%
+413.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -4.1% | -0.6% | -3.5% | -4.0% |
| 30D | +1.2% | +1.3% | -0.1% | +0.8% |
| 3M | +12.1% | +37.1% | -25.0% | +3.3% |
| 6M | +12.0% | +23.2% | -11.2% | +5.9% |
| YTD | +12.4% | +13.1% | -0.7% | +7.6% |
| 1Y | +22.9% | +0.9% | +22.1% | +21.1% |
| 3Y | +86.8% | -0.8% | +87.6% | +80.8% |
| 5Y | +181.0% | +31.1% | +149.9% | +146.0% |
| 10Y | +497.0% | +87.4% | +409.6% | +357.1% |
| All | +497.0% | +83.6% | +413.4% | +357.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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