+486.7%
GS vs ABBV
+670.6%
-183.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.7% |
| 7D | -3.2% | -1.2% | -2.0% | -2.8% |
| 30D | -2.4% | +8.0% | -10.4% | -4.8% |
| 3M | -15.7% | +20.2% | -35.9% | -20.6% |
| 6M | -6.8% | +44.0% | -50.7% | -17.8% |
| YTD | -0.1% | +31.3% | -31.4% | -9.7% |
| 1Y | +12.1% | +37.0% | -24.9% | -0.4% |
| 3Y | +185.8% | +128.0% | +57.8% | +105.6% |
| 5Y | +140.1% | +196.9% | -56.8% | +52.4% |
| All | +486.7% | +670.6% | -183.9% | +159.9% |
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