-44.1%
GPN vs ABCL
-79.6%
+35.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.9% |
| 7D | +3.7% | +2.3% | +1.4% | +3.4% |
| 30D | +23.6% | -0.7% | +24.3% | +23.2% |
| 3M | +18.3% | +33.4% | -15.1% | +14.1% |
| 6M | +47.8% | +137.8% | -90.0% | +33.0% |
| YTD | +32.6% | +264.3% | -231.8% | +13.3% |
| 1Y | +36.0% | +209.2% | -173.2% | +18.0% |
| 3Y | -3.9% | +208.4% | -212.3% | -20.4% |
| 5Y | -19.4% | -11.9% | -7.5% | -30.0% |
| All | -44.1% | -79.6% | +35.4% | -52.2% |
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 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