+232.9%
ABT vs GD
+185.2%
+47.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | -0.3% |
| 7D | +0.3% | -3.0% | +3.4% | +1.4% |
| 30D | +11.6% | +9.3% | +2.3% | +7.7% |
| 3M | +3.1% | -7.2% | +10.3% | +6.0% |
| 6M | +32.8% | +5.5% | +27.4% | +29.7% |
| YTD | -9.6% | +9.5% | -19.1% | -13.5% |
| 1Y | -10.4% | +6.4% | -16.8% | -13.3% |
| 3Y | +25.8% | +59.8% | -34.0% | +1.2% |
| 5Y | -3.4% | +98.0% | -101.4% | -30.2% |
| 10Y | +232.9% | +177.4% | +55.5% | +120.5% |
| All | +232.9% | +185.2% | +47.7% | +120.5% |
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 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