-49.3%
GPN vs ABCL
-81.3%
+32.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +5.8% | +93.1% | -87.3% | -1.4% |
| 3M | +37.0% | +79.4% | -42.4% | +27.8% |
| 6M | +20.1% | +214.9% | -194.7% | +5.5% |
| YTD | +20.4% | +234.2% | -213.8% | +4.4% |
| 1Y | +7.4% | +174.8% | -167.3% | -5.7% |
| 3Y | -26.1% | +104.5% | -130.6% | -36.5% |
| 5Y | -38.5% | -39.0% | +0.5% | -46.1% |
| All | -49.3% | -81.3% | +32.0% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling