+74.4%
ABT vs GH
+481.7%
-407.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.4% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +2.5% | -1.1% | +3.6% | +2.5% |
| 3M | +20.2% | +21.3% | -1.1% | +17.3% |
| 6M | -2.9% | +73.5% | -76.5% | -9.1% |
| YTD | -11.9% | +58.0% | -70.0% | -16.9% |
| 1Y | -16.5% | +163.1% | -179.6% | -25.8% |
| 3Y | +12.1% | +361.0% | -348.9% | -10.3% |
| 5Y | -7.4% | +22.5% | -29.9% | -17.1% |
| All | +74.4% | +481.7% | -407.3% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling