-5.9%
ABT vs GD
+9.0%
-14.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.6% | +8.2% | +6.2% |
| 7D | +12.5% | +3.0% | +9.6% | +11.5% |
| 30D | +16.1% | +10.5% | +5.6% | +13.1% |
| 3M | +10.2% | -5.0% | +15.2% | +11.3% |
| 6M | +33.7% | +5.5% | +28.2% | +31.5% |
| YTD | -5.5% | +10.3% | -15.9% | -7.2% |
| 1Y | -5.9% | +8.2% | -14.1% | -7.5% |
| All | -5.9% | +9.0% | -14.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling