-7.8%
GFS vs ABCL
-24.5%
+16.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | 0.0% |
| 7D | +17.2% | +4.4% | +12.8% | +16.2% |
| 30D | -8.7% | -7.9% | -0.9% | -7.4% |
| 3M | -19.7% | +12.2% | -31.9% | -22.2% |
| 6M | -40.7% | +134.7% | -175.4% | -52.1% |
| YTD | +22.5% | +239.8% | -217.2% | -9.5% |
| 1Y | +25.2% | +192.7% | -167.5% | -4.9% |
| 3Y | -17.7% | +187.6% | -205.3% | -43.1% |
| 5Y | -23.5% | -22.6% | -0.9% | -33.1% |
| All | -7.8% | -24.5% | +16.7% | -18.7% |
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