+1,353.7%
ABBV vs GPC
+184.5%
+1,169.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | +0.1% | -2.1% | +2.1% | +0.6% |
| 30D | +5.6% | -4.5% | +10.1% | +6.8% |
| 3M | +18.7% | -7.7% | +26.4% | +21.1% |
| 6M | +47.4% | +24.3% | +23.1% | +37.4% |
| YTD | +33.0% | +3.5% | +29.5% | +29.3% |
| 1Y | +34.9% | +0.7% | +34.2% | +32.2% |
| 3Y | +135.2% | 0.0% | +135.2% | +125.0% |
| 5Y | +202.1% | +5.8% | +196.2% | +176.4% |
| 10Y | +602.6% | +75.8% | +526.8% | +406.1% |
| All | +1,353.7% | +184.5% | +1,169.2% | +819.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling