-4.2%
ABT vs GPC
+3.6%
-7.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.9% |
| 7D | +3.5% | +1.6% | +1.9% | +3.2% |
| 30D | +12.0% | -2.1% | +14.1% | +12.5% |
| 3M | +2.5% | -6.8% | +9.3% | +4.0% |
| 6M | +29.1% | +18.6% | +10.5% | +24.5% |
| YTD | -10.1% | +2.7% | -12.8% | -11.5% |
| 1Y | -9.8% | +1.8% | -11.6% | -11.1% |
| 3Y | +23.3% | +1.1% | +22.2% | +18.5% |
| All | -4.2% | +3.6% | -7.8% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling