+1,710.5%
GS vs ABT
+952.3%
+758.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -5.7% |
| 7D | -6.3% | +8.6% | -15.0% | -9.5% |
| 30D | -3.1% | +16.4% | -19.6% | -9.2% |
| 3M | -17.7% | +8.1% | -25.8% | -20.6% |
| 6M | -4.6% | +32.1% | -36.6% | -16.6% |
| YTD | +0.3% | -7.1% | +7.4% | +1.5% |
| 1Y | +11.7% | -6.5% | +18.2% | +12.5% |
| 3Y | +183.6% | +26.2% | +157.3% | +145.6% |
| 5Y | +141.0% | +0.9% | +140.1% | +128.2% |
| 10Y | +507.4% | +250.7% | +256.7% | +222.8% |
| All | +1,710.5% | +952.3% | +758.2% | +627.3% |
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