-10.7%
GNRC vs ABCL
-80.4%
+69.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.1% | +10.8% | +7.5% |
| 7D | +2.5% | -2.7% | +5.2% | +3.0% |
| 30D | -11.2% | -5.4% | -5.7% | -10.4% |
| 3M | -10.1% | +22.4% | -32.6% | -14.4% |
| 6M | -28.5% | +127.6% | -156.1% | -41.9% |
| YTD | +42.3% | +249.4% | -207.2% | +3.3% |
| 1Y | +22.8% | +198.0% | -175.2% | -7.8% |
| 3Y | +87.3% | +195.8% | -108.4% | +28.7% |
| 5Y | -56.9% | -20.6% | -36.3% | -63.7% |
| All | -10.7% | -80.4% | +69.7% | -20.0% |
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