+69.8%
ABT vs GH
+480.1%
-410.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -3.1% | -2.1% | -1.0% | -2.9% |
| 30D | -2.1% | -4.5% | +2.3% | -1.8% |
| 3M | +17.4% | +28.9% | -11.5% | +14.0% |
| 6M | -2.4% | +76.5% | -78.9% | -8.7% |
| YTD | -14.2% | +57.6% | -71.8% | -19.0% |
| 1Y | -18.3% | +167.5% | -185.9% | -27.6% |
| 3Y | +11.5% | +377.4% | -365.9% | -11.1% |
| 5Y | -9.9% | +23.8% | -33.7% | -19.5% |
| All | +69.8% | +480.1% | -410.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling