-7.8%
ABT vs GAP
+3.6%
-11.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | -5.6% | -5.2% | -0.4% | -5.3% |
| 30D | +5.2% | -6.9% | +12.1% | +5.6% |
| 3M | -2.7% | +5.7% | -8.4% | -3.1% |
| 6M | +28.8% | +0.9% | +27.9% | +28.4% |
| YTD | -12.3% | -14.5% | +2.2% | -11.9% |
| 1Y | -14.7% | -12.1% | -2.6% | -14.5% |
| 3Y | +21.6% | +72.2% | -50.6% | +11.8% |
| 5Y | -7.8% | +4.5% | -12.3% | -16.5% |
| All | -7.8% | +3.6% | -11.4% | -16.5% |
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 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