-28.2%
GIS vs ABCL
-81.0%
+52.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -2.1% |
| 7D | -8.1% | +4.4% | -12.5% | -7.9% |
| 30D | +5.3% | -7.9% | +13.2% | +5.2% |
| 3M | -10.5% | +12.2% | -22.8% | -10.0% |
| 6M | +1.8% | +134.7% | -132.9% | +5.1% |
| YTD | -22.9% | +239.8% | -262.7% | -19.3% |
| 1Y | -22.9% | +192.7% | -215.6% | -19.6% |
| 3Y | -40.5% | +187.6% | -228.1% | -37.2% |
| 5Y | -34.9% | -22.6% | -12.3% | -33.4% |
| All | -28.2% | -81.0% | +52.7% | -30.2% |
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