+134.8%
ABBV vs GPC
+2.3%
+132.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.3% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | +6.7% | -1.1% | +7.8% | +6.8% |
| 3M | +19.9% | -6.6% | +26.6% | +21.2% |
| 6M | +47.5% | +22.2% | +25.2% | +42.2% |
| YTD | +32.2% | +5.1% | +27.1% | +29.1% |
| 1Y | +37.8% | +2.8% | +35.0% | +35.2% |
| 3Y | +134.8% | +2.4% | +132.4% | +129.5% |
| All | +134.8% | +2.3% | +132.5% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling