+28.0%
GH vs ABCL
-79.5%
+107.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.2% | 0.0% | +3.5% |
| 7D | -7.0% | +12.4% | -19.4% | -10.6% |
| 30D | -5.2% | -0.4% | -4.8% | -5.5% |
| 3M | -5.8% | +80.4% | -86.1% | -25.8% |
| 6M | +65.9% | +138.5% | -72.6% | +15.4% |
| YTD | +55.5% | +265.5% | -210.0% | -8.9% |
| 1Y | +64.2% | +219.7% | -155.5% | +0.4% |
| 3Y | +606.0% | +209.4% | +396.6% | +278.2% |
| 5Y | +47.3% | -15.0% | +62.3% | +15.7% |
| All | +28.0% | -79.5% | +107.5% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling