+534.9%
GEV vs ABCL
+190.0%
+344.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.2% | +1.9% | +6.3% |
| 7D | -3.8% | +12.4% | -16.2% | -5.4% |
| 30D | -17.4% | -0.4% | -17.0% | -17.5% |
| 3M | -16.2% | +80.4% | -96.6% | -24.4% |
| 6M | -20.2% | +138.5% | -158.7% | -32.3% |
| YTD | +27.2% | +265.5% | -238.3% | -1.1% |
| 1Y | +44.6% | +219.7% | -175.1% | +14.8% |
| All | +534.9% | +190.0% | +344.9% | +393.8% |
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