+524.6%
GFI vs ABCL
-39.4%
+564.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | 0.0% |
| 7D | +4.7% | -2.7% | +7.4% | +5.0% |
| 30D | +14.4% | +18.3% | -3.9% | +12.1% |
| 3M | +32.5% | +108.5% | -76.0% | +20.6% |
| 6M | -7.2% | +213.9% | -221.1% | -19.4% |
| YTD | +10.9% | +223.1% | -212.2% | -4.5% |
| 1Y | +35.5% | +160.6% | -125.2% | +18.5% |
| 3Y | +312.1% | +104.3% | +207.9% | +261.5% |
| 5Y | +524.6% | -40.0% | +564.6% | +456.0% |
| All | +524.6% | -39.4% | +564.0% | +456.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling