-4.9%
GAP vs ABCL
+199.8%
-204.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +3.1% |
| 7D | 0.0% | +12.4% | -12.4% | -0.8% |
| 30D | -4.3% | -0.4% | -3.9% | -4.4% |
| 3M | +9.4% | +80.4% | -71.0% | +2.5% |
| 6M | -3.3% | +138.5% | -141.8% | -14.9% |
| YTD | -10.5% | +265.5% | -276.0% | -29.4% |
| All | -4.9% | +199.8% | -204.7% | -22.1% |
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 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