+23.4%
GNRC vs ABCL
+198.4%
-175.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +7.9% | -3.3% | +11.2% | +8.4% |
| 30D | -3.7% | -7.1% | +3.4% | -2.9% |
| 3M | -11.9% | +4.7% | -16.7% | -12.4% |
| 6M | -28.6% | +140.9% | -169.5% | -36.2% |
| YTD | +39.9% | +236.0% | -196.1% | +14.6% |
| 1Y | +23.4% | +217.4% | -194.0% | +4.4% |
| All | +23.4% | +198.4% | -175.1% | +4.4% |
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