+58.6%
GD vs ABCL
+164.7%
-106.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.6% |
| 7D | +3.0% | -10.0% | +12.9% | +3.2% |
| 30D | +10.5% | -10.9% | +21.4% | +10.8% |
| 3M | -5.0% | +101.6% | -106.6% | -7.4% |
| 6M | +5.5% | +167.5% | -162.0% | +1.2% |
| YTD | +10.3% | +259.1% | -248.7% | +4.0% |
| 1Y | +8.2% | +152.2% | -144.0% | +3.1% |
| All | +58.6% | +164.7% | -106.1% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling