-12.3%
GFS vs ABCL
-18.8%
+6.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +3.9% |
| 7D | -3.1% | +12.4% | -15.5% | -5.2% |
| 30D | -16.0% | -0.4% | -15.7% | -16.0% |
| 3M | -24.7% | +80.4% | -105.1% | -34.4% |
| 6M | -45.1% | +138.5% | -183.7% | -55.7% |
| YTD | +16.5% | +265.5% | -249.0% | -15.2% |
| 1Y | +19.3% | +219.7% | -200.4% | -10.9% |
| 3Y | -20.0% | +209.4% | -229.4% | -45.4% |
| 5Y | -32.0% | -15.0% | -17.0% | -41.6% |
| All | -12.3% | -18.8% | +6.4% | -23.8% |
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