-9.4%
ABT vs GAP
+6.6%
-16.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | 0.0% |
| 7D | -4.7% | -3.2% | -1.6% | -4.6% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | +16.1% | -0.5% | +16.6% | +16.0% |
| 6M | -5.3% | -5.0% | -0.3% | -5.3% |
| YTD | -14.4% | -14.7% | +0.2% | -14.1% |
| 1Y | -18.4% | -8.6% | -9.8% | -18.4% |
| 3Y | +11.2% | +108.4% | -97.2% | +0.3% |
| 5Y | -9.4% | +5.8% | -15.2% | -19.4% |
| All | -9.4% | +6.6% | -16.0% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling