+477.3%
ABT vs GNRC
+2,020.8%
-1,543.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | -5.8% | -15.8% | +10.0% | -3.6% |
| 3M | +16.7% | -24.0% | +40.8% | +20.3% |
| 6M | -5.2% | -13.8% | +8.5% | -5.0% |
| YTD | -16.0% | +33.2% | -49.2% | -21.8% |
| 1Y | -18.3% | -1.8% | -16.4% | -20.6% |
| 3Y | +9.2% | +57.7% | -48.5% | -5.0% |
| 5Y | -11.6% | -59.7% | +48.2% | -7.2% |
| 10Y | +204.2% | +430.7% | -226.5% | +97.9% |
| All | +477.3% | +2,020.8% | -1,543.5% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling