-4.5%
ABT vs GD
+100.7%
-105.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +1.0% | -1.9% | +2.9% | +1.5% |
| 30D | +11.6% | +10.9% | +0.7% | +8.0% |
| 3M | +2.3% | -6.8% | +9.1% | +4.4% |
| 6M | +32.7% | +7.0% | +25.7% | +29.7% |
| YTD | -9.6% | +11.1% | -20.8% | -13.0% |
| 1Y | -10.1% | +7.0% | -17.1% | -12.4% |
| 3Y | +25.2% | +59.9% | -34.7% | +4.6% |
| 5Y | -4.5% | +102.5% | -107.0% | -27.9% |
| All | -4.5% | +100.7% | -105.3% | -27.9% |
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