+27.2%
GFS vs ABCL
+198.4%
-171.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +7.4% | -3.3% | +10.7% | +7.9% |
| 30D | -15.3% | -7.1% | -8.1% | -14.3% |
| 3M | -21.1% | +4.7% | -25.8% | -22.1% |
| 6M | -44.5% | +140.9% | -185.4% | -55.3% |
| YTD | +19.2% | +236.0% | -216.7% | -12.5% |
| 1Y | +27.2% | +217.4% | -190.2% | -5.3% |
| All | +27.2% | +198.4% | -171.2% | -5.3% |
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