+11.5%
ABT vs GPC
-2.2%
+13.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -2.1% | -0.4% | -1.7% | -2.1% |
| 3M | +17.4% | +39.2% | -21.8% | +12.3% |
| 6M | -2.4% | +18.2% | -20.6% | -4.9% |
| YTD | -14.2% | +12.1% | -26.3% | -16.3% |
| 1Y | -18.3% | -0.7% | -17.7% | -19.0% |
| 3Y | +11.5% | -1.7% | +13.2% | +8.3% |
| All | +11.5% | -2.2% | +13.7% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling