-22.6%
GPN vs ABCL
-18.8%
-3.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | -0.2% |
| 7D | -1.9% | +12.4% | -14.3% | -3.3% |
| 30D | +18.9% | -0.4% | +19.3% | +18.4% |
| 3M | +13.8% | +80.4% | -66.5% | +3.9% |
| 6M | +42.3% | +138.5% | -96.3% | +23.5% |
| YTD | +27.6% | +265.5% | -237.9% | +3.1% |
| 1Y | +30.3% | +219.7% | -189.4% | +7.1% |
| 3Y | -5.8% | +209.4% | -215.2% | -27.5% |
| 5Y | -22.6% | -15.0% | -7.6% | -33.1% |
| All | -22.6% | -18.8% | -3.8% | -33.1% |
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