+71.8%
GH vs ABCL
+138.2%
-66.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | -7.7% | -10.0% | +2.3% | -5.4% |
| 30D | -10.0% | -10.9% | +0.9% | -7.7% |
| 3M | +5.5% | +101.6% | -96.1% | -15.0% |
| 6M | +84.9% | +167.5% | -82.6% | +30.9% |
| YTD | +65.0% | +259.1% | -194.0% | +3.1% |
| 1Y | +71.8% | +152.2% | -80.4% | +15.2% |
| All | +71.8% | +138.2% | -66.4% | +15.2% |
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