+20.7%
ABT vs GD
+58.2%
-37.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | +2.7% | -3.9% | -1.9% |
| 30D | +6.0% | +8.6% | -2.6% | +3.9% |
| 3M | -1.9% | -7.1% | +5.2% | -0.4% |
| 6M | +31.2% | +7.5% | +23.7% | +28.8% |
| YTD | -11.2% | +9.9% | -21.1% | -13.3% |
| 1Y | -14.0% | +7.6% | -21.5% | -15.5% |
| 3Y | +20.7% | +56.2% | -35.5% | +12.7% |
| All | +20.7% | +58.2% | -37.5% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling