+75.5%
GNRC vs ABCL
+206.1%
-130.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -13.1% | +2.3% | -15.4% | -13.4% |
| 30D | -19.2% | -0.7% | -18.5% | -19.2% |
| 3M | -11.8% | +33.4% | -45.2% | -16.1% |
| 6M | -32.5% | +137.8% | -170.3% | -43.2% |
| YTD | +33.3% | +264.3% | -231.0% | +1.7% |
| 1Y | +16.0% | +209.2% | -193.1% | -8.7% |
| 3Y | +75.5% | +208.4% | -132.9% | +27.2% |
| All | +75.5% | +206.1% | -130.6% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling