+584.3%
GH vs ABCL
+189.1%
+395.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.8% |
| 7D | +0.9% | +4.4% | -3.5% | -0.4% |
| 30D | -4.5% | -7.9% | +3.4% | -2.6% |
| 3M | -6.2% | +12.2% | -18.4% | -10.3% |
| 6M | +55.0% | +134.7% | -79.8% | +15.2% |
| YTD | +51.6% | +239.8% | -188.2% | -0.8% |
| 1Y | +58.3% | +192.7% | -134.4% | +7.6% |
| All | +584.3% | +189.1% | +395.3% | +335.7% |
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