+184.7%
GRMN vs ABCL
+109.3%
+75.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.5% |
| 3M | +15.0% | +79.4% | -64.4% | +7.4% |
| 6M | +11.2% | +214.9% | -203.7% | -2.8% |
| YTD | +37.7% | +234.2% | -196.5% | +18.8% |
| 1Y | +18.5% | +174.8% | -156.3% | +3.9% |
| All | +184.7% | +109.3% | +75.4% | +140.7% |
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