+32.3%
GAP vs ABCL
-81.2%
+113.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.7% | +1.4% | +0.3% | +1.6% |
| 30D | +9.3% | +65.1% | -55.7% | +1.5% |
| 3M | +6.1% | +111.1% | -105.0% | -5.5% |
| 6M | -2.3% | +231.6% | -233.9% | -19.1% |
| YTD | -10.6% | +234.5% | -245.1% | -26.6% |
| 1Y | -4.4% | +174.3% | -178.8% | -20.3% |
| 3Y | +118.3% | +111.5% | +6.8% | +77.5% |
| 5Y | +12.2% | -37.3% | +49.5% | -6.0% |
| All | +32.3% | -81.2% | +113.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling