+333.3%
GS vs ABCL
-79.6%
+412.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +1.6% | +2.3% | -0.7% | +1.3% |
| 30D | +1.7% | -0.7% | +2.3% | +1.5% |
| 3M | -11.6% | +33.4% | -45.0% | -14.7% |
| 6M | -1.9% | +137.8% | -139.7% | -12.1% |
| YTD | +5.1% | +264.3% | -259.3% | -10.5% |
| 1Y | +16.4% | +209.2% | -192.8% | +0.7% |
| 3Y | +199.0% | +208.4% | -9.5% | +147.6% |
| 5Y | +157.4% | -11.9% | +169.3% | +123.7% |
| All | +333.3% | -79.6% | +412.9% | +270.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling