+20.9%
GNRC vs ABCL
+138.2%
-117.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.8% | -10.4% | -9.6% |
| 7D | -6.0% | -10.0% | +4.0% | -4.9% |
| 30D | -12.0% | -10.9% | -1.1% | -11.1% |
| 3M | -13.4% | +101.6% | -115.0% | -19.9% |
| 6M | -26.4% | +167.5% | -193.9% | -35.3% |
| YTD | +38.8% | +259.1% | -220.2% | +13.4% |
| 1Y | +20.9% | +152.2% | -131.3% | +9.2% |
| All | +20.9% | +138.2% | -117.3% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling