-25.3%
GIS vs ABCL
-79.5%
+54.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -1.6% |
| 7D | +0.4% | +12.4% | -12.0% | +0.8% |
| 30D | +10.1% | -0.4% | +10.4% | +10.3% |
| 3M | -3.7% | +80.4% | -84.0% | -1.7% |
| 6M | +4.3% | +138.5% | -134.3% | +7.7% |
| YTD | -19.8% | +265.5% | -285.3% | -15.8% |
| 1Y | -20.5% | +219.7% | -240.2% | -16.8% |
| 3Y | -38.3% | +209.4% | -247.7% | -34.7% |
| 5Y | -32.2% | -15.0% | -17.1% | -30.4% |
| All | -25.3% | -79.5% | +54.2% | -27.2% |
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