+97.2%
GD vs ABCL
-41.3%
+138.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -5.3% | +0.7% | -6.0% | -5.3% |
| 30D | -6.4% | +93.1% | -99.5% | -8.6% |
| 3M | +5.7% | +79.4% | -73.7% | +3.2% |
| 6M | -0.9% | +214.9% | -215.8% | -5.5% |
| YTD | +8.2% | +234.2% | -226.1% | +2.7% |
| 1Y | +13.4% | +174.8% | -161.3% | +8.1% |
| 3Y | +68.5% | +104.5% | -36.0% | +59.5% |
| All | +97.2% | -41.3% | +138.5% | +82.5% |
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 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