+197.1%
ABT vs GFI
+1,066.8%
-869.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -5.9% | -4.9% | -1.0% | -5.8% |
| 30D | -8.1% | +10.7% | -18.8% | -8.4% |
| 3M | +14.5% | +25.6% | -11.1% | +13.7% |
| 6M | -6.3% | -8.3% | +2.0% | -6.3% |
| YTD | -17.1% | +6.3% | -23.4% | -17.6% |
| 1Y | -21.4% | +22.1% | -43.4% | -22.3% |
| 3Y | +5.9% | +289.2% | -283.3% | +0.8% |
| 5Y | -12.8% | +531.7% | -544.4% | -18.5% |
| All | +197.1% | +1,066.8% | -869.7% | +196.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling