+1,129.0%
ABBV vs GPN
+300.6%
+828.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.5% |
| 7D | -4.1% | -6.2% | +2.1% | -2.7% |
| 30D | +1.2% | +1.0% | +0.2% | +0.8% |
| 3M | +12.1% | +36.9% | -24.8% | +3.7% |
| 6M | +12.0% | +16.8% | -4.8% | +7.1% |
| YTD | +12.4% | +13.2% | -0.8% | +7.4% |
| 1Y | +22.9% | +1.4% | +21.5% | +20.4% |
| 3Y | +86.8% | -28.6% | +115.4% | +94.8% |
| 5Y | +181.0% | -47.0% | +228.0% | +209.5% |
| 10Y | +497.0% | +25.2% | +471.8% | +375.6% |
| All | +1,129.0% | +300.6% | +828.4% | +597.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling