+664.2%
GME vs ABCL
-79.6%
+743.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +4.8% | +2.3% | +2.5% | +4.0% |
| 30D | -4.3% | -0.7% | -3.6% | -4.9% |
| 3M | +35.3% | +33.4% | +1.9% | +21.4% |
| 6M | +4.7% | +137.8% | -133.0% | -26.0% |
| YTD | +26.6% | +264.3% | -237.7% | -25.2% |
| 1Y | +18.3% | +209.2% | -190.8% | -26.5% |
| 3Y | +102.8% | +208.4% | -105.6% | +10.9% |
| 5Y | -48.9% | -11.9% | -37.1% | -57.7% |
| All | +664.2% | -79.6% | +743.8% | +1,109.9% |
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 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