-11.1%
ABT vs GFS
-2.1%
-9.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.0% | +3.2% | -8.2% | -5.1% |
| 30D | -5.8% | -9.6% | +3.8% | -5.4% |
| 3M | +16.7% | -38.5% | +55.2% | +19.3% |
| 6M | -5.2% | -1.3% | -4.0% | -7.5% |
| YTD | -16.0% | +31.8% | -47.8% | -20.2% |
| 1Y | -18.3% | +44.6% | -62.8% | -23.3% |
| 3Y | +9.2% | -20.6% | +29.9% | +7.1% |
| All | -11.1% | -2.1% | -9.1% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling