+11.0%
GS vs ABT
-13.4%
+24.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.5% |
| 7D | +5.1% | -5.6% | +10.7% | +4.9% |
| 30D | +2.4% | +5.2% | -2.7% | +3.1% |
| 3M | -11.5% | -2.7% | -8.8% | -11.4% |
| 6M | -2.5% | +28.8% | -31.4% | -2.8% |
| YTD | +5.5% | -12.3% | +17.7% | +8.7% |
| 1Y | +11.0% | -14.7% | +25.7% | +14.4% |
| All | +11.0% | -13.4% | +24.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling