+604.1%
ABBV vs GRMN
+628.7%
-24.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +1.3% | -0.9% | +2.2% | +1.5% |
| 30D | +4.7% | +1.2% | +3.5% | +4.3% |
| 3M | +18.3% | -8.9% | +27.3% | +20.7% |
| 6M | +43.4% | +23.0% | +20.4% | +35.0% |
| YTD | +33.0% | +41.2% | -8.2% | +20.0% |
| 1Y | +30.8% | +47.5% | -16.7% | +16.6% |
| 3Y | +135.1% | +155.8% | -20.6% | +72.9% |
| 5Y | +201.2% | +120.2% | +81.1% | +130.1% |
| All | +604.1% | +628.7% | -24.6% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling