-52.3%
GPN vs ABCL
-81.9%
+29.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.4% |
| 7D | -6.2% | -2.7% | -3.5% | -6.0% |
| 30D | +1.0% | +18.3% | -17.3% | -0.8% |
| 3M | +36.9% | +108.5% | -71.6% | +25.9% |
| 6M | +16.8% | +213.9% | -197.1% | +2.5% |
| YTD | +13.2% | +223.1% | -209.9% | -1.5% |
| 1Y | +1.4% | +160.6% | -159.2% | -10.5% |
| 3Y | -28.6% | +104.3% | -132.9% | -38.6% |
| 5Y | -47.0% | -40.0% | -6.9% | -53.3% |
| All | -52.3% | -81.9% | +29.6% | -58.4% |
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