+49.2%
GPC vs ABCL
-80.5%
+129.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.7% | -8.1% | -1.6% |
| 7D | +1.6% | -3.2% | +4.8% | +1.6% |
| 30D | -2.1% | -7.4% | +5.3% | -1.9% |
| 3M | -6.8% | +81.9% | -88.7% | -10.4% |
| 6M | +18.6% | +135.7% | -117.1% | +12.0% |
| YTD | +2.7% | +247.4% | -244.7% | -5.3% |
| 1Y | +1.8% | +162.3% | -160.5% | -4.9% |
| 3Y | +1.1% | +165.5% | -164.4% | -8.2% |
| 5Y | +4.1% | -21.3% | +25.3% | -4.5% |
| All | +49.2% | -80.5% | +129.7% | +38.8% |
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