-19.5%
GIS vs ABCL
-81.3%
+61.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.5% |
| 7D | -7.8% | +0.7% | -8.6% | -7.8% |
| 30D | +6.6% | +93.1% | -86.5% | +8.8% |
| 3M | +21.0% | +79.4% | -58.5% | +23.5% |
| 6M | -9.1% | +214.9% | -223.9% | -5.4% |
| YTD | -13.6% | +234.2% | -247.8% | -9.7% |
| 1Y | -18.0% | +174.8% | -192.8% | -14.6% |
| 3Y | -33.7% | +104.5% | -138.1% | -30.7% |
| 5Y | -19.4% | -39.0% | +19.6% | -18.3% |
| All | -19.5% | -81.3% | +61.7% | -21.9% |
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