-20.8%
GIS vs ABCL
-81.2%
+60.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -8.3% | +1.4% | -9.7% | -8.2% |
| 30D | +2.2% | +65.1% | -62.9% | +3.8% |
| 3M | +15.7% | +111.1% | -95.4% | +18.7% |
| 6M | -12.0% | +231.6% | -243.6% | -8.2% |
| YTD | -15.0% | +234.5% | -249.5% | -11.1% |
| 1Y | -20.1% | +174.3% | -194.5% | -16.8% |
| 3Y | -34.6% | +111.5% | -146.1% | -31.7% |
| 5Y | -22.8% | -37.3% | +14.4% | -21.7% |
| All | -20.8% | -81.2% | +60.5% | -23.2% |
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 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