-49.5%
GPN vs ABCL
-81.2%
+31.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.3% |
| 7D | -5.6% | -3.3% | -2.4% | -5.4% |
| 30D | +13.6% | -7.1% | +20.7% | +13.9% |
| 3M | -2.8% | +4.7% | -7.6% | -4.1% |
| 6M | +38.1% | +140.9% | -102.8% | +24.0% |
| YTD | +19.9% | +236.0% | -216.0% | +3.3% |
| 1Y | +23.4% | +217.4% | -194.0% | +6.8% |
| 3Y | -12.6% | +188.7% | -201.3% | -27.2% |
| 5Y | -26.6% | -23.5% | -3.1% | -35.9% |
| All | -49.5% | -81.2% | +31.7% | -56.4% |
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