+4.5%
GAP vs ABCL
-23.2%
+27.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.9% |
| 7D | -5.2% | +4.4% | -9.6% | -5.9% |
| 30D | -6.9% | -7.9% | +0.9% | -6.2% |
| 3M | +5.7% | +12.2% | -6.5% | +2.3% |
| 6M | +0.9% | +134.7% | -133.8% | -16.7% |
| YTD | -14.5% | +239.8% | -254.2% | -35.2% |
| 1Y | -12.1% | +192.7% | -204.8% | -31.7% |
| 3Y | +72.2% | +187.6% | -115.5% | +22.2% |
| 5Y | +4.5% | -22.6% | +27.2% | -19.3% |
| All | +4.5% | -23.2% | +27.7% | -19.3% |
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