+18.5%
GRMN vs ABCL
+186.8%
-168.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -2.9% | +0.7% | -3.6% | -2.9% |
| 30D | -8.4% | +93.1% | -101.5% | -14.8% |
| 3M | +15.0% | +79.4% | -64.4% | +6.9% |
| 6M | +11.2% | +214.9% | -203.7% | -5.4% |
| YTD | +37.7% | +234.2% | -196.5% | +14.1% |
| 1Y | +18.5% | +174.8% | -156.3% | +0.8% |
| All | +18.5% | +186.8% | -168.3% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling