+6,642.4%
ABT vs GPC
+2,341.8%
+4,300.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -3.7% | +1.2% | -4.9% | -4.0% |
| 30D | +2.5% | +6.0% | -3.5% | +0.6% |
| 3M | +20.2% | +42.6% | -22.4% | +7.0% |
| 6M | -2.9% | +22.8% | -25.7% | -9.7% |
| YTD | -11.9% | +15.5% | -27.4% | -17.2% |
| 1Y | -16.5% | +2.0% | -18.6% | -18.4% |
| 3Y | +12.1% | -1.4% | +13.5% | +7.6% |
| 5Y | -7.4% | +30.6% | -38.0% | -20.4% |
| 10Y | +210.7% | +80.6% | +130.1% | +125.0% |
| All | +6,642.4% | +2,341.8% | +4,300.6% | +1,792.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling