+91.0%
ABBV vs GPC
+0.9%
+90.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.6% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | +4.2% | +6.0% | -1.8% | +3.1% |
| 3M | +14.8% | +42.6% | -27.8% | +8.0% |
| 6M | +10.3% | +22.8% | -12.5% | +6.1% |
| YTD | +14.9% | +15.5% | -0.6% | +10.6% |
| 1Y | +24.1% | +2.0% | +22.1% | +22.2% |
| All | +91.0% | +0.9% | +90.2% | +84.4% |
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