+32.8%
GPC vs ABCL
-41.3%
+74.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | +6.0% | +93.1% | -87.1% | +0.3% |
| 3M | +42.6% | +79.4% | -36.8% | +35.4% |
| 6M | +22.8% | +214.9% | -192.1% | +11.3% |
| YTD | +15.5% | +234.2% | -218.8% | +3.7% |
| 1Y | +2.0% | +174.8% | -172.7% | -7.7% |
| 3Y | -1.4% | +104.5% | -105.9% | -11.9% |
| All | +32.8% | -41.3% | +74.1% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling