+178.2%
GRMN vs ABCL
-79.5%
+257.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +1.7% |
| 7D | +6.4% | +12.4% | -6.0% | +5.2% |
| 30D | +8.7% | -0.4% | +9.1% | +8.4% |
| 3M | -5.8% | +80.4% | -86.2% | -11.9% |
| 6M | +22.5% | +138.5% | -116.0% | +10.3% |
| YTD | +45.6% | +265.5% | -219.9% | +24.4% |
| 1Y | +47.5% | +219.7% | -172.2% | +27.5% |
| 3Y | +166.2% | +209.4% | -43.2% | +121.4% |
| 5Y | +124.1% | -15.0% | +139.1% | +100.7% |
| All | +178.2% | -79.5% | +257.7% | +160.8% |
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 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