-11.3%
ABT vs GPN
-44.7%
+33.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -5.9% | -4.6% | -1.3% | -5.1% |
| 30D | -8.1% | -0.3% | -7.8% | -8.1% |
| 3M | +14.5% | +35.4% | -20.9% | +8.5% |
| 6M | -6.3% | +21.7% | -27.9% | -9.9% |
| YTD | -17.1% | +14.9% | -32.0% | -19.8% |
| 1Y | -21.4% | +3.2% | -24.6% | -22.6% |
| 3Y | +5.9% | -27.1% | +33.1% | +10.3% |
| All | -11.3% | -44.7% | +33.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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