+12.6%
GFS vs ABCL
+152.2%
-139.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.7% | -0.5% | +5.0% |
| 7D | -7.8% | -3.2% | -4.6% | -7.4% |
| 30D | -19.7% | -7.4% | -12.3% | -18.8% |
| 3M | -23.1% | +81.9% | -105.0% | -31.4% |
| 6M | -46.4% | +135.7% | -182.1% | -56.6% |
| YTD | +11.0% | +247.4% | -236.3% | -18.9% |
| 1Y | +12.6% | +162.3% | -149.6% | -12.3% |
| All | +12.6% | +152.2% | -139.6% | -12.3% |
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