+399.2%
GFI vs ABCL
-81.0%
+480.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -2.0% | -4.5% |
| 7D | -5.4% | +4.4% | -9.8% | -5.8% |
| 30D | -1.5% | -7.9% | +6.3% | -1.0% |
| 3M | -10.2% | +12.2% | -22.4% | -11.6% |
| 6M | -19.3% | +134.7% | -154.0% | -26.5% |
| YTD | -13.7% | +239.8% | -253.5% | -24.1% |
| 1Y | -12.1% | +192.7% | -204.8% | -22.0% |
| 3Y | +208.4% | +187.6% | +20.7% | +170.3% |
| 5Y | +301.4% | -22.6% | +324.1% | +264.7% |
| All | +399.2% | -81.0% | +480.2% | +371.3% |
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 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