+163.1%
GRMN vs ABCL
-81.3%
+244.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.6% |
| 3M | +15.0% | +79.4% | -64.4% | +7.3% |
| 6M | +11.2% | +214.9% | -203.7% | -2.5% |
| YTD | +37.7% | +234.2% | -196.5% | +19.2% |
| 1Y | +18.5% | +174.8% | -156.3% | +4.1% |
| 3Y | +175.8% | +104.5% | +71.3% | +138.9% |
| 5Y | +75.1% | -39.0% | +114.1% | +60.3% |
| All | +163.1% | -81.3% | +244.3% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling