+161.8%
GRMN vs ABCL
-81.2%
+243.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | -11.3% | +65.1% | -76.4% | -16.0% |
| 3M | +17.7% | +111.1% | -93.4% | +8.1% |
| 6M | +14.2% | +231.6% | -217.4% | -0.4% |
| YTD | +37.0% | +234.5% | -197.5% | +18.6% |
| 1Y | +17.0% | +174.3% | -157.4% | +2.8% |
| 3Y | +183.2% | +111.5% | +71.7% | +144.6% |
| 5Y | +77.3% | -37.3% | +114.5% | +62.1% |
| All | +161.8% | -81.2% | +243.0% | +148.6% |
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