+201.2%
ABT vs GAP
+27.6%
+173.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | -5.0% | -6.3% | +1.3% | -4.5% |
| 30D | -5.8% | -0.2% | -5.6% | -5.9% |
| 3M | +16.7% | 0.0% | +16.7% | +16.5% |
| 6M | -5.2% | -8.1% | +2.9% | -5.0% |
| YTD | -16.0% | -16.5% | +0.5% | -15.2% |
| 1Y | -18.3% | -10.5% | -7.8% | -18.2% |
| 3Y | +9.2% | +104.0% | -94.7% | -3.7% |
| 5Y | -11.6% | +6.8% | -18.3% | -18.9% |
| All | +201.2% | +27.6% | +173.7% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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