-6.0%
GAP vs ABCL
+198.8%
-204.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.1% | +2.3% | -2.4% | -0.2% |
| 30D | -5.4% | -0.7% | -4.7% | -5.5% |
| 3M | +2.9% | +33.4% | -30.5% | -0.3% |
| 6M | -4.4% | +137.8% | -142.2% | -15.8% |
| YTD | -11.6% | +264.3% | -275.9% | -30.2% |
| 1Y | -6.0% | +209.2% | -215.2% | -23.0% |
| All | -6.0% | +198.8% | -204.8% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling