+32.6%
GAP vs ABCL
-81.3%
+113.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -4.5% | +0.7% | -5.2% | -4.6% |
| 30D | +9.0% | +93.1% | -84.0% | -0.8% |
| 3M | +5.0% | +79.4% | -74.4% | -4.5% |
| 6M | -17.8% | +214.9% | -232.7% | -31.4% |
| YTD | -10.4% | +234.2% | -244.6% | -26.4% |
| 1Y | -3.4% | +174.8% | -178.1% | -19.5% |
| 3Y | +111.5% | +104.5% | +7.0% | +72.6% |
| 5Y | +8.8% | -39.0% | +47.8% | -8.8% |
| All | +32.6% | -81.3% | +113.9% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling