+231.1%
ABT vs GD
+178.9%
+52.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +3.5% | -5.0% | +8.5% | +5.5% |
| 30D | +12.0% | +8.9% | +3.1% | +8.3% |
| 3M | +2.5% | -8.0% | +10.5% | +5.6% |
| 6M | +29.1% | +2.9% | +26.2% | +27.3% |
| YTD | -10.1% | +7.1% | -17.2% | -13.2% |
| 1Y | -9.8% | +5.9% | -15.8% | -12.6% |
| 3Y | +23.3% | +53.9% | -30.6% | +0.7% |
| 5Y | -2.4% | +95.4% | -97.8% | -29.1% |
| All | +231.1% | +178.9% | +52.3% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling