+187.4%
ABBV vs GPN
-44.7%
+232.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +0.3% | -4.6% | +4.8% | +0.8% |
| 30D | +3.4% | -0.3% | +3.6% | +3.4% |
| 3M | +15.2% | +35.4% | -20.2% | +11.2% |
| 6M | +14.7% | +21.7% | -7.0% | +11.8% |
| YTD | +15.2% | +14.9% | +0.3% | +12.8% |
| 1Y | +20.4% | +3.2% | +17.2% | +19.3% |
| 3Y | +91.3% | -27.1% | +118.5% | +93.8% |
| All | +187.4% | -44.7% | +232.1% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 5y: compounded portfolio wealth divided by compounded GPN 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…
5y analysis · Full analysis span regression · 6 months rolling