+114.0%
GM vs ABCL
-81.2%
+195.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -0.2% | -3.3% | +3.1% | +0.1% |
| 30D | +3.6% | -7.1% | +10.7% | +3.9% |
| 3M | -0.2% | +4.7% | -5.0% | -1.5% |
| 6M | +13.9% | +140.9% | -127.0% | +1.7% |
| YTD | +6.5% | +236.0% | -229.5% | -9.1% |
| 1Y | +20.7% | +217.4% | -196.7% | +3.5% |
| 3Y | +229.5% | +188.7% | +40.8% | +170.5% |
| 5Y | +41.5% | -23.5% | +65.0% | +26.6% |
| All | +114.0% | -81.2% | +195.2% | +108.2% |
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