+49.1%
GRMN vs ABCL
+201.8%
-152.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.1% | -2.5% |
| 7D | -0.1% | +4.4% | -4.5% | -0.3% |
| 30D | +3.5% | -7.9% | +11.4% | +3.8% |
| 3M | -7.3% | +12.2% | -19.5% | -8.5% |
| 6M | +21.8% | +134.7% | -113.0% | +10.7% |
| YTD | +42.8% | +239.8% | -197.0% | +20.2% |
| All | +49.1% | +201.8% | -152.7% | +26.9% |
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 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