+627.7%
GEV vs ABCL
+156.4%
+471.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.6% |
| 7D | +3.2% | -2.7% | +5.9% | +3.6% |
| 30D | -4.0% | +18.3% | -22.3% | -6.7% |
| 3M | +3.4% | +108.5% | -105.1% | -9.4% |
| 6M | +14.7% | +213.9% | -199.2% | -7.1% |
| YTD | +45.8% | +223.1% | -177.3% | +16.0% |
| 1Y | +57.4% | +160.6% | -103.2% | +28.0% |
| All | +627.7% | +156.4% | +471.3% | +478.8% |
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