+49.3%
GPC vs ABCL
-81.0%
+130.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.6% |
| 7D | -1.3% | +4.4% | -5.7% | -1.5% |
| 30D | -6.0% | -7.9% | +1.8% | -5.8% |
| 3M | -7.6% | +12.2% | -19.8% | -8.6% |
| 6M | +24.2% | +134.7% | -110.5% | +17.4% |
| YTD | +2.7% | +239.8% | -237.1% | -5.1% |
| 1Y | +0.2% | +192.7% | -192.5% | -6.9% |
| 3Y | -0.8% | +187.6% | -188.4% | -10.1% |
| 5Y | +4.4% | -22.6% | +27.1% | -4.1% |
| All | +49.3% | -81.0% | +130.2% | +39.0% |
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