-11.3%
ABT vs GFI
+524.1%
-535.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -5.9% | -4.9% | -1.0% | -5.7% |
| 30D | -8.1% | +10.7% | -18.8% | -8.5% |
| 3M | +14.5% | +25.6% | -11.1% | +13.3% |
| 6M | -6.3% | -8.3% | +2.0% | -6.2% |
| YTD | -17.1% | +6.3% | -23.4% | -17.9% |
| 1Y | -21.4% | +22.1% | -43.4% | -22.8% |
| 3Y | +5.9% | +289.2% | -283.3% | -2.6% |
| All | -11.3% | +524.1% | -535.3% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling