+86.7%
ABBV vs GTLB
-12.2%
+98.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +0.8% |
| 7D | -4.1% | -6.6% | +2.4% | -4.2% |
| 30D | +1.2% | +13.7% | -12.6% | +1.3% |
| 3M | +12.1% | +52.9% | -40.8% | +12.6% |
| 6M | +12.0% | +88.5% | -76.5% | +12.6% |
| YTD | +12.4% | +23.4% | -11.0% | +13.4% |
| 1Y | +22.9% | -3.8% | +26.8% | +24.4% |
| All | +86.7% | -12.2% | +98.9% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling