-16.4%
GFS vs ABCL
-22.8%
+6.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.7% | -0.5% | +4.9% |
| 7D | -7.8% | -3.2% | -4.6% | -7.3% |
| 30D | -19.7% | -7.4% | -12.3% | -18.6% |
| 3M | -23.1% | +81.9% | -105.0% | -33.2% |
| 6M | -46.4% | +135.7% | -182.1% | -56.7% |
| YTD | +11.0% | +247.4% | -236.3% | -18.3% |
| 1Y | +12.6% | +162.3% | -149.6% | -12.7% |
| 3Y | -24.9% | +165.5% | -190.4% | -46.9% |
| 5Y | -39.1% | -21.3% | -17.8% | -46.9% |
| All | -16.4% | -22.8% | +6.4% | -26.6% |
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