+197.1%
ABT vs GIS
-19.5%
+216.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -5.9% | -6.4% | +0.5% | -3.9% |
| 30D | -8.1% | -6.1% | -2.0% | -6.3% |
| 3M | +14.5% | +7.8% | +6.7% | +11.6% |
| 6M | -6.3% | -8.8% | +2.5% | -3.9% |
| YTD | -17.1% | -19.1% | +2.0% | -12.1% |
| 1Y | -21.4% | -24.8% | +3.4% | -14.7% |
| 3Y | +5.9% | -37.6% | +43.5% | +20.6% |
| 5Y | -12.8% | -25.4% | +12.7% | -7.9% |
| All | +197.1% | -19.5% | +216.7% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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