+168.1%
GD vs ABCL
-81.8%
+249.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.4% | +7.0% | -2.2% |
| 7D | -3.9% | -14.9% | +11.0% | -3.7% |
| 30D | +8.1% | -15.4% | +23.4% | +8.3% |
| 3M | -6.8% | +88.0% | -94.8% | -8.3% |
| 6M | +3.0% | +138.8% | -135.8% | +0.6% |
| YTD | +7.8% | +225.4% | -217.7% | +4.2% |
| 1Y | +5.8% | +137.3% | -131.5% | +2.9% |
| 3Y | +55.3% | +136.8% | -81.5% | +49.3% |
| 5Y | +96.7% | -26.2% | +122.9% | +87.9% |
| All | +168.1% | -81.8% | +249.9% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling