+30.8%
GAP vs ABCL
-79.6%
+110.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.1% | +2.3% | -2.4% | -0.4% |
| 30D | -5.4% | -0.7% | -4.7% | -5.7% |
| 3M | +2.9% | +33.4% | -30.5% | -1.8% |
| 6M | -4.4% | +137.8% | -142.2% | -17.1% |
| YTD | -11.6% | +264.3% | -275.9% | -28.5% |
| 1Y | -6.0% | +209.2% | -215.2% | -22.4% |
| 3Y | +78.0% | +208.4% | -130.4% | +38.4% |
| 5Y | +8.5% | -11.9% | +20.4% | -10.0% |
| All | +30.8% | -79.6% | +110.4% | +14.1% |
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