+243.0%
GS vs ABT
+12.2%
+230.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.9% | -3.7% | +4.6% | +1.3% |
| 30D | -1.6% | +2.5% | -4.1% | -1.8% |
| 3M | -4.5% | +20.2% | -24.7% | -7.0% |
| 6M | +20.9% | -2.9% | +23.8% | +23.1% |
| YTD | +19.9% | -11.9% | +31.8% | +24.3% |
| 1Y | +41.4% | -16.5% | +58.0% | +48.2% |
| All | +243.0% | +12.2% | +230.8% | +234.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling