+228.3%
ABT vs GPC
+85.0%
+143.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +11.6% | -1.8% | +13.4% | +12.1% |
| 3M | +2.3% | -6.6% | +8.9% | +4.2% |
| 6M | +32.7% | +21.3% | +11.4% | +25.4% |
| YTD | -9.6% | +4.3% | -13.9% | -11.9% |
| 1Y | -10.1% | +3.3% | -13.3% | -12.1% |
| 3Y | +25.2% | +0.8% | +24.4% | +20.0% |
| 5Y | -4.5% | +7.4% | -11.9% | -12.1% |
| 10Y | +228.3% | +79.2% | +149.0% | +139.0% |
| All | +228.3% | +85.0% | +143.3% | +139.0% |
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