+2,064.0%
GS vs ABT
+897.4%
+1,166.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.9% | -3.7% | +4.6% | +2.5% |
| 30D | -1.6% | +2.5% | -4.1% | -2.7% |
| 3M | -4.5% | +20.2% | -24.7% | -12.7% |
| 6M | +20.9% | -2.9% | +23.8% | +20.7% |
| YTD | +19.9% | -11.9% | +31.8% | +24.4% |
| 1Y | +41.4% | -16.5% | +58.0% | +49.7% |
| 3Y | +239.2% | +12.1% | +227.0% | +209.5% |
| 5Y | +185.0% | -7.4% | +192.4% | +180.2% |
| 10Y | +655.0% | +210.7% | +444.3% | +322.8% |
| All | +2,064.0% | +897.4% | +1,166.7% | +791.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling