+237.0%
GFI vs ABCL
+210.0%
+27.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.3% | -6.7% | -7.0% |
| 7D | +10.4% | +2.3% | +8.1% | +10.0% |
| 30D | +3.6% | -0.7% | +4.3% | +3.4% |
| 3M | -5.1% | +33.4% | -38.5% | -9.2% |
| 6M | -13.0% | +137.8% | -150.8% | -24.0% |
| YTD | -8.0% | +264.3% | -272.4% | -24.0% |
| 1Y | -5.0% | +209.2% | -214.2% | -20.6% |
| All | +237.0% | +210.0% | +27.0% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling