+177.9%
ABBV vs GTLB
-49.8%
+227.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.6% |
| 7D | -2.0% | -4.1% | +2.1% | -2.0% |
| 30D | +2.0% | +12.3% | -10.4% | +2.0% |
| 3M | +14.2% | +65.9% | -51.7% | +14.4% |
| 6M | +14.1% | +104.0% | -89.9% | +14.3% |
| YTD | +14.2% | +26.0% | -11.8% | +14.6% |
| 1Y | +24.2% | -3.5% | +27.7% | +24.7% |
| 3Y | +89.8% | -9.6% | +99.4% | +90.3% |
| All | +177.9% | -49.8% | +227.7% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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