+104.3%
GD vs ABCL
-30.1%
+134.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.6% |
| 6M | +5.5% | +167.5% | -162.0% | +1.0% |
| YTD | +10.3% | +259.1% | -248.7% | +4.0% |
| 1Y | +8.2% | +152.2% | -144.0% | +3.1% |
| 3Y | +59.0% | +161.3% | -102.3% | +48.6% |
| 5Y | +104.3% | -29.3% | +133.6% | +86.3% |
| All | +104.3% | -30.1% | +134.4% | +86.3% |
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