+6,467.5%
ABT vs GIS
+1,482.6%
+4,984.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -3.1% | -8.3% | +5.1% | +0.2% |
| 30D | -2.1% | +2.2% | -4.3% | -3.1% |
| 3M | +17.4% | +15.7% | +1.7% | +10.4% |
| 6M | -2.4% | -12.0% | +9.6% | +2.0% |
| YTD | -14.2% | -15.0% | +0.8% | -9.6% |
| 1Y | -18.3% | -20.1% | +1.8% | -11.9% |
| 3Y | +11.5% | -34.6% | +46.1% | +28.4% |
| 5Y | -9.9% | -22.8% | +13.0% | -4.6% |
| 10Y | +204.4% | -18.5% | +222.9% | +204.5% |
| All | +6,467.5% | +1,482.6% | +4,984.9% | +1,444.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling