+6,642.4%
ABT vs GD
+20,186.5%
-13,544.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | 0.0% |
| 7D | -3.7% | -5.3% | +1.6% | -2.3% |
| 30D | +2.5% | -6.4% | +8.9% | +4.2% |
| 3M | +20.2% | +5.7% | +14.5% | +18.4% |
| 6M | -2.9% | -0.9% | -2.0% | -2.9% |
| YTD | -11.9% | +8.2% | -20.1% | -14.1% |
| 1Y | -16.5% | +13.4% | -30.0% | -19.6% |
| 3Y | +12.1% | +68.5% | -56.4% | -3.6% |
| 5Y | -7.4% | +97.2% | -104.6% | -23.9% |
| 10Y | +210.7% | +190.2% | +20.5% | +128.3% |
| All | +6,642.4% | +20,186.5% | -13,544.1% | +3,580.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling