+23.6%
GFS vs ABCL
+201.0%
-177.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.1% | +9.6% | +6.2% |
| 7D | +6.2% | -2.7% | +8.9% | +6.7% |
| 30D | -11.4% | -5.4% | -5.9% | -10.6% |
| 3M | -15.5% | +22.4% | -37.9% | -18.7% |
| 6M | -42.6% | +127.6% | -170.3% | -53.5% |
| YTD | +23.2% | +249.4% | -226.2% | -11.7% |
| 1Y | +23.6% | +198.0% | -174.4% | -6.9% |
| All | +23.6% | +201.0% | -177.4% | -6.9% |
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