-29.3%
GFS vs ABCL
+139.9%
-169.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.4% | -0.5% | -8.4% |
| 7D | -20.7% | -14.9% | -5.8% | -18.6% |
| 30D | -25.2% | -15.4% | -9.9% | -23.3% |
| 3M | -26.3% | +88.0% | -114.3% | -34.8% |
| 6M | -50.7% | +138.8% | -189.5% | -58.9% |
| YTD | +4.5% | +225.4% | -220.9% | -18.0% |
| 1Y | +2.5% | +137.3% | -134.9% | -15.9% |
| All | -29.3% | +139.9% | -169.2% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling