-12.4%
ABT vs GFS
0.0%
-12.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.5% |
| 7D | -5.9% | +3.8% | -9.7% | -6.1% |
| 30D | -8.1% | -11.7% | +3.6% | -7.6% |
| 3M | +14.5% | -41.8% | +56.3% | +17.6% |
| 6M | -6.3% | +6.6% | -12.9% | -9.0% |
| YTD | -17.1% | +34.6% | -51.8% | -21.4% |
| 1Y | -21.4% | +46.2% | -67.5% | -26.2% |
| 3Y | +5.9% | -20.3% | +26.2% | +4.1% |
| All | -12.4% | 0.0% | -12.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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