+313.7%
GS vs ABCL
-81.8%
+395.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.4% | +3.0% | -5.4% |
| 7D | -6.3% | -14.9% | +8.6% | -4.9% |
| 30D | -3.1% | -15.4% | +12.2% | -1.7% |
| 3M | -17.7% | +88.0% | -105.7% | -23.7% |
| 6M | -4.6% | +138.8% | -143.4% | -14.5% |
| YTD | +0.3% | +225.4% | -225.1% | -13.5% |
| 1Y | +11.7% | +137.3% | -125.6% | -1.0% |
| 3Y | +183.6% | +136.8% | +46.8% | +140.1% |
| 5Y | +141.0% | -26.2% | +167.2% | +111.8% |
| All | +313.7% | -81.8% | +395.5% | +257.9% |
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 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