+82.8%
GM vs ABCL
-39.9%
+122.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | -1.8% | +65.1% | -66.9% | -7.9% |
| 3M | +2.6% | +111.1% | -108.4% | -7.3% |
| 6M | +14.6% | +231.6% | -217.0% | -2.9% |
| YTD | +6.2% | +234.5% | -228.3% | -10.9% |
| 1Y | +48.7% | +174.3% | -125.7% | +25.9% |
| 3Y | +168.3% | +111.5% | +56.9% | +123.3% |
| 5Y | +82.8% | -37.3% | +120.1% | +58.9% |
| All | +82.8% | -39.9% | +122.7% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling