+515.3%
GFI vs ABCL
-82.1%
+597.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.6% |
| 7D | -4.9% | -4.7% | -0.1% | -4.4% |
| 30D | +10.7% | +5.2% | +5.6% | +10.1% |
| 3M | +25.6% | +106.6% | -81.0% | +16.5% |
| 6M | -8.3% | +198.4% | -206.6% | -17.7% |
| YTD | +6.3% | +218.4% | -212.1% | -5.4% |
| 1Y | +22.1% | +136.2% | -114.1% | +10.4% |
| 3Y | +289.2% | +103.2% | +186.0% | +249.2% |
| 5Y | +531.7% | -42.7% | +574.3% | +479.3% |
| All | +515.3% | -82.1% | +597.4% | +487.1% |
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