-39.0%
GIS vs ABCL
+185.8%
-224.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.3% |
| 7D | -3.4% | -3.3% | -0.1% | -3.5% |
| 30D | +6.9% | -7.1% | +14.0% | +6.8% |
| 3M | -10.1% | +4.7% | -14.9% | -9.8% |
| 6M | +5.9% | +140.9% | -135.0% | +9.4% |
| YTD | -21.1% | +236.0% | -257.1% | -17.3% |
| 1Y | -22.5% | +217.4% | -239.9% | -18.8% |
| 3Y | -39.0% | +188.7% | -227.7% | -34.2% |
| All | -39.0% | +185.8% | -224.8% | -34.2% |
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 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