-7.0%
ABT vs GD
+97.9%
-104.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.1% |
| 7D | -3.7% | -5.3% | +1.6% | -2.1% |
| 30D | +2.5% | -6.4% | +8.9% | +4.5% |
| 3M | +20.2% | +5.7% | +14.5% | +18.1% |
| 6M | -2.9% | -0.9% | -2.0% | -2.7% |
| YTD | -11.9% | +8.2% | -20.1% | -14.3% |
| 1Y | -16.5% | +13.4% | -30.0% | -20.1% |
| 3Y | +12.1% | +68.5% | -56.4% | -8.2% |
| All | -7.0% | +97.9% | -104.9% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling