+7.1%
GAP vs ABCL
-21.8%
+28.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.7% | -10.9% | -5.2% |
| 7D | -3.8% | -3.2% | -0.6% | -3.5% |
| 30D | -9.0% | -7.4% | -1.6% | -8.4% |
| 3M | +5.5% | +81.9% | -76.5% | -6.5% |
| 6M | -11.1% | +135.7% | -146.8% | -26.6% |
| YTD | -13.6% | +247.4% | -260.9% | -34.7% |
| 1Y | -2.9% | +162.3% | -165.1% | -23.1% |
| 3Y | +69.6% | +165.5% | -95.9% | +22.8% |
| All | +7.1% | -21.8% | +28.9% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling