-6.9%
ABT vs GFS
-3.7%
-3.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -3.7% | +1.0% | -4.7% | -3.7% |
| 30D | +2.5% | -8.6% | +11.1% | +2.8% |
| 3M | +20.2% | -46.5% | +66.7% | +23.9% |
| 6M | -2.9% | -4.8% | +1.9% | -5.0% |
| YTD | -11.9% | +29.7% | -41.6% | -16.3% |
| 1Y | -16.5% | +35.8% | -52.4% | -21.3% |
| 3Y | +12.1% | -18.3% | +30.5% | +9.4% |
| All | -6.9% | -3.7% | -3.2% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling