+457.2%
GS vs ABBV
+600.4%
-143.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.6% | +2.8% | -1.2% | +0.8% |
| 30D | +1.7% | +7.0% | -5.3% | -0.4% |
| 3M | -11.6% | +19.2% | -30.8% | -16.4% |
| 6M | -1.9% | +47.8% | -49.7% | -14.1% |
| YTD | +5.1% | +32.5% | -27.4% | -5.2% |
| 1Y | +16.4% | +38.4% | -22.0% | +3.3% |
| 3Y | +199.0% | +134.3% | +64.6% | +114.1% |
| 5Y | +157.4% | +200.6% | -43.2% | +63.9% |
| 10Y | +457.2% | +590.1% | -132.9% | +180.8% |
| All | +457.2% | +600.4% | -143.2% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 10y: compounded portfolio wealth divided by compounded ABBV 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…
10y analysis · Full analysis span regression · 6 months rolling