+443.9%
GH vs ABCL
+156.0%
+287.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -3.5% |
| 7D | -15.6% | -3.2% | -12.4% | -15.0% |
| 30D | -10.4% | -7.4% | -3.0% | -8.8% |
| 3M | -4.3% | +81.9% | -86.2% | -21.7% |
| 6M | +63.5% | +135.7% | -72.2% | +20.6% |
| YTD | +47.7% | +247.4% | -199.7% | -4.7% |
| 1Y | +56.7% | +162.3% | -105.5% | +8.9% |
| 3Y | +443.9% | +165.5% | +278.4% | +237.3% |
| All | +443.9% | +156.0% | +287.8% | +237.3% |
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 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