+59.6%
GM vs ABCL
-18.8%
+78.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.2% | +3.5% |
| 7D | -0.3% | +12.4% | -12.7% | -1.6% |
| 30D | +8.4% | -0.4% | +8.7% | +8.0% |
| 3M | +2.6% | +80.4% | -77.8% | -5.5% |
| 6M | +14.3% | +138.5% | -124.3% | +0.2% |
| YTD | +11.0% | +265.5% | -254.5% | -8.9% |
| 1Y | +27.8% | +219.7% | -191.9% | +6.5% |
| 3Y | +246.7% | +209.4% | +37.3% | +170.1% |
| 5Y | +59.6% | -15.0% | +74.6% | +34.3% |
| All | +59.6% | -18.8% | +78.4% | +34.3% |
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