+546.6%
GFI vs ABCL
-81.3%
+627.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +3.1% | +0.7% | +2.4% | +3.1% |
| 30D | +27.1% | +93.1% | -66.0% | +19.0% |
| 3M | +21.2% | +79.4% | -58.3% | +13.8% |
| 6M | -4.5% | +214.9% | -219.4% | -14.8% |
| YTD | +11.7% | +234.2% | -222.5% | -1.1% |
| 1Y | +46.0% | +174.8% | -128.7% | +30.8% |
| 3Y | +309.6% | +104.5% | +205.1% | +266.6% |
| 5Y | +506.0% | -39.0% | +545.0% | +453.5% |
| All | +546.6% | -81.3% | +627.9% | +514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling