+61.1%
GNRC vs ABCL
+103.9%
-42.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.4% |
| 7D | +3.2% | -2.7% | +5.9% | +3.6% |
| 30D | -9.5% | +18.3% | -27.8% | -12.2% |
| 3M | -28.5% | +108.5% | -137.0% | -38.3% |
| 6M | -10.0% | +213.9% | -223.9% | -29.2% |
| YTD | +36.7% | +223.1% | -186.4% | +5.5% |
| 1Y | +2.6% | +160.6% | -158.0% | -18.2% |
| All | +61.1% | +103.9% | -42.8% | +22.0% |
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 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