+155.8%
GRMN vs ABCL
+185.8%
-30.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -0.9% | -3.3% | +2.4% | -0.6% |
| 30D | +1.2% | -7.1% | +8.3% | +1.5% |
| 3M | -8.9% | +4.7% | -13.7% | -10.0% |
| 6M | +23.0% | +140.9% | -117.9% | +10.3% |
| YTD | +41.2% | +236.0% | -194.7% | +20.9% |
| 1Y | +47.5% | +217.4% | -169.9% | +26.9% |
| 3Y | +155.8% | +188.7% | -32.9% | +107.4% |
| All | +155.8% | +185.8% | -30.1% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling