-16.4%
GNRC vs ABCL
-82.9%
+66.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.3% | +2.8% | -1.6% |
| 7D | -0.7% | -9.6% | +8.9% | +1.2% |
| 30D | -15.8% | +7.2% | -23.0% | -17.4% |
| 3M | -24.0% | +105.5% | -129.5% | -36.1% |
| 6M | -13.8% | +193.0% | -206.8% | -34.0% |
| YTD | +33.2% | +205.8% | -172.6% | -0.4% |
| 1Y | -1.8% | +144.4% | -146.2% | -23.9% |
| 3Y | +57.7% | +93.3% | -35.6% | +18.9% |
| 5Y | -59.7% | -44.9% | -14.8% | -64.5% |
| All | -16.4% | -82.9% | +66.5% | -22.8% |
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