+2.4%
GPC vs ABCL
+196.9%
-194.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +2.0% |
| 7D | +0.8% | +12.4% | -11.6% | +0.1% |
| 30D | -1.1% | -0.4% | -0.7% | -1.2% |
| 3M | -6.6% | +80.4% | -87.0% | -10.8% |
| 6M | +22.2% | +138.5% | -116.3% | +13.9% |
| YTD | +5.1% | +265.5% | -260.4% | -5.1% |
| 1Y | +2.8% | +219.7% | -216.9% | -6.5% |
| 3Y | +2.4% | +209.4% | -207.0% | -11.9% |
| All | +2.4% | +196.9% | -194.6% | -11.9% |
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