-16.3%
GNRC vs ABCL
-79.6%
+63.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -13.1% | +2.3% | -15.4% | -13.5% |
| 30D | -19.2% | -0.7% | -18.5% | -19.2% |
| 3M | -11.8% | +33.4% | -45.2% | -17.3% |
| 6M | -32.5% | +137.8% | -170.3% | -45.6% |
| YTD | +33.3% | +264.3% | -231.0% | -3.9% |
| 1Y | +16.0% | +209.2% | -193.1% | -13.4% |
| 3Y | +75.5% | +208.4% | -132.9% | +19.7% |
| 5Y | -58.7% | -11.9% | -46.8% | -65.7% |
| All | -16.3% | -79.6% | +63.2% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling