-16.5%
ABT vs GFI
+45.3%
-61.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -3.7% | +3.1% | -6.8% | -3.7% |
| 30D | +2.5% | +27.1% | -24.6% | +2.0% |
| 3M | +20.2% | +21.2% | -1.0% | +19.7% |
| 6M | -2.9% | -4.5% | +1.6% | -3.1% |
| YTD | -11.9% | +11.7% | -23.7% | -12.3% |
| 1Y | -16.5% | +46.0% | -62.6% | -17.7% |
| All | -16.5% | +45.3% | -61.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling