+209.7%
ABT vs GPC
+83.6%
+126.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | -3.1% | +1.3% | -4.4% | -3.5% |
| 3M | +16.1% | +37.1% | -21.0% | +6.2% |
| 6M | -5.3% | +23.2% | -28.5% | -11.1% |
| YTD | -14.4% | +13.1% | -27.5% | -18.4% |
| 1Y | -18.4% | +0.9% | -19.3% | -19.6% |
| 3Y | +11.2% | -0.8% | +12.0% | +7.2% |
| 5Y | -9.4% | +31.1% | -40.5% | -21.6% |
| 10Y | +209.7% | +87.4% | +122.4% | +121.2% |
| All | +209.7% | +83.6% | +126.1% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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