+117.0%
GRMN vs ABCL
-21.8%
+138.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -1.0% |
| 7D | +4.7% | -3.2% | +7.9% | +4.9% |
| 30D | +3.4% | -7.4% | +10.8% | +3.8% |
| 3M | -5.0% | +81.9% | -87.0% | -12.4% |
| 6M | +18.6% | +135.7% | -117.1% | +4.7% |
| YTD | +42.5% | +247.4% | -204.9% | +18.8% |
| 1Y | +42.3% | +162.3% | -119.9% | +22.4% |
| 3Y | +158.5% | +165.5% | -7.0% | +110.5% |
| All | +117.0% | -21.8% | +138.8% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling