+139.3%
GS vs ABT
-2.1%
+141.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.5% |
| 7D | -3.2% | +3.5% | -6.7% | -4.1% |
| 30D | -2.4% | +12.0% | -14.4% | -5.4% |
| 3M | -15.7% | +2.5% | -18.2% | -16.4% |
| 6M | -6.8% | +29.1% | -35.8% | -14.8% |
| YTD | -0.1% | -10.1% | +10.0% | +4.0% |
| 1Y | +12.1% | -9.8% | +21.9% | +16.3% |
| 3Y | +185.8% | +23.3% | +162.5% | +150.5% |
| All | +139.3% | -2.1% | +141.4% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling