+514.9%
GEV vs ABCL
+166.6%
+348.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +3.7% | -3.3% | +7.0% | +4.3% |
| 30D | -14.7% | -7.1% | -7.6% | -13.9% |
| 3M | -23.4% | +4.7% | -28.2% | -24.5% |
| 6M | -24.3% | +140.9% | -165.2% | -36.0% |
| YTD | +23.2% | +236.0% | -212.8% | -3.0% |
| 1Y | +44.2% | +217.4% | -173.2% | +14.7% |
| All | +514.9% | +166.6% | +348.3% | +384.2% |
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