+467.7%
GME vs ABCL
-81.2%
+548.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | -1.4% | +65.1% | -66.5% | -17.6% |
| 3M | -15.1% | +111.1% | -126.2% | -35.7% |
| 6M | -22.5% | +231.6% | -254.1% | -50.8% |
| YTD | -5.9% | +234.5% | -240.4% | -42.2% |
| 1Y | -18.6% | +174.3% | -193.0% | -48.1% |
| 3Y | +6.7% | +111.5% | -104.8% | -32.1% |
| 5Y | -62.0% | -37.3% | -24.7% | -65.2% |
| All | +467.7% | -81.2% | +548.9% | +834.6% |
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