+8.2%
GD vs ABCL
+138.2%
-130.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.6% |
| 7D | +3.0% | -10.0% | +12.9% | +3.1% |
| 30D | +10.5% | -10.9% | +21.4% | +10.7% |
| 3M | -5.0% | +101.6% | -106.6% | -7.2% |
| 6M | +5.5% | +167.5% | -162.0% | +0.8% |
| YTD | +10.3% | +259.1% | -248.7% | +1.3% |
| 1Y | +8.2% | +152.2% | -144.0% | +1.4% |
| All | +8.2% | +138.2% | -130.1% | +1.4% |
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 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