-11.3%
ABT vs GNRC
-58.7%
+47.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.6% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -8.1% | -15.7% | +7.7% | -6.8% |
| 3M | +14.5% | -27.3% | +41.9% | +17.1% |
| 6M | -6.3% | -12.1% | +5.8% | -6.6% |
| YTD | -17.1% | +37.1% | -54.2% | -21.8% |
| 1Y | -21.4% | -0.5% | -20.9% | -23.3% |
| 3Y | +5.9% | +61.5% | -55.6% | -5.5% |
| All | -11.3% | -58.7% | +47.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling