+30.1%
GH vs ABCL
-81.3%
+111.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | -1.1% | +93.1% | -94.2% | -23.7% |
| 3M | +21.3% | +79.4% | -58.1% | -5.4% |
| 6M | +73.5% | +214.9% | -141.4% | +9.7% |
| YTD | +58.0% | +234.2% | -176.2% | -3.8% |
| 1Y | +163.1% | +174.8% | -11.7% | +64.7% |
| 3Y | +361.0% | +104.5% | +256.6% | +189.5% |
| 5Y | +22.5% | -39.0% | +61.5% | +4.5% |
| All | +30.1% | -81.3% | +111.3% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling