+206.3%
GS vs ABCL
+164.7%
+41.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.7% | +3.5% |
| 7D | +0.3% | -10.0% | +10.3% | +1.5% |
| 30D | +3.9% | -10.9% | +14.8% | +5.0% |
| 3M | -11.4% | +101.6% | -113.1% | -20.3% |
| 6M | +3.7% | +167.5% | -163.8% | -11.5% |
| YTD | +7.1% | +259.1% | -251.9% | -13.1% |
| 1Y | +19.7% | +152.2% | -132.5% | +1.3% |
| All | +206.3% | +164.7% | +41.7% | +138.7% |
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