+171.2%
ABBV vs GTLB
-50.0%
+221.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.4% | +2.4% | -3.0% |
| 7D | -4.3% | +4.6% | -8.9% | -4.3% |
| 30D | +1.1% | +21.0% | -19.9% | +1.2% |
| 3M | +12.3% | +51.7% | -39.4% | +12.5% |
| 6M | +9.8% | +89.3% | -79.5% | +10.0% |
| YTD | +11.5% | +25.6% | -14.2% | +11.8% |
| 1Y | +22.3% | -1.5% | +23.8% | +22.7% |
| 3Y | +85.2% | -9.9% | +95.1% | +85.7% |
| All | +171.2% | -50.0% | +221.1% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling