+5.1%
GNRC vs ABCL
+186.8%
-181.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | -13.8% | +93.1% | -106.9% | -21.0% |
| 3M | -32.6% | +79.4% | -112.1% | -38.3% |
| 6M | -15.2% | +214.9% | -230.1% | -30.0% |
| YTD | +37.4% | +234.2% | -196.8% | +10.3% |
| 1Y | +5.1% | +174.8% | -169.6% | -9.2% |
| All | +5.1% | +186.8% | -181.7% | -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