+17.7%
GFS vs ABCL
+138.2%
-120.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -6.1% |
| 7D | -12.5% | -10.0% | -2.5% | -11.2% |
| 30D | -16.9% | -10.9% | -6.0% | -15.7% |
| 3M | -22.3% | +101.6% | -123.9% | -32.2% |
| 6M | -40.2% | +167.5% | -207.8% | -52.8% |
| YTD | +16.0% | +259.1% | -243.1% | -15.6% |
| 1Y | +17.7% | +152.2% | -134.5% | -5.5% |
| All | +17.7% | +138.2% | -120.6% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling