-26.7%
GPN vs ABCL
+105.4%
-132.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | +3.8% | +65.1% | -61.2% | -2.7% |
| 3M | +39.2% | +111.1% | -71.9% | +25.4% |
| 6M | +17.9% | +231.6% | -213.7% | -0.5% |
| YTD | +16.4% | +234.5% | -218.1% | -2.7% |
| 1Y | +3.6% | +174.3% | -170.7% | -12.0% |
| 3Y | -26.7% | +111.5% | -138.1% | -41.5% |
| All | -26.7% | +105.4% | -132.1% | -41.5% |
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