+884.2%
ABT vs GPN
+2,494.6%
-1,610.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.2% |
| 7D | -5.0% | -3.5% | -1.5% | -4.2% |
| 30D | -5.8% | +3.1% | -8.9% | -6.5% |
| 3M | +16.7% | +42.3% | -25.6% | +7.6% |
| 6M | -5.2% | +20.9% | -26.1% | -9.9% |
| YTD | -16.0% | +15.2% | -31.2% | -19.7% |
| 1Y | -18.3% | +5.4% | -23.7% | -20.5% |
| 3Y | +9.2% | -27.4% | +36.6% | +12.7% |
| 5Y | -11.6% | -44.2% | +32.6% | -5.2% |
| 10Y | +204.2% | +27.4% | +176.9% | +168.7% |
| All | +884.2% | +2,494.6% | -1,610.4% | +471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling