+7,013.9%
ABT vs GD
+20,112.4%
-13,098.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -1.0% |
| 7D | +8.6% | -3.9% | +12.5% | +9.7% |
| 30D | +16.4% | +8.1% | +8.4% | +14.0% |
| 3M | +8.1% | -6.8% | +14.9% | +10.0% |
| 6M | +32.1% | +3.0% | +29.1% | +30.8% |
| YTD | -7.1% | +7.8% | -14.8% | -9.3% |
| 1Y | -6.5% | +5.8% | -12.3% | -8.4% |
| 3Y | +26.2% | +55.3% | -29.1% | +11.0% |
| 5Y | +0.9% | +96.7% | -95.8% | -17.0% |
| 10Y | +250.7% | +195.4% | +55.4% | +156.5% |
| All | +7,013.9% | +20,112.4% | -13,098.4% | +3,783.8% |
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