+394.5%
GS vs ABCL
-81.3%
+475.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.9% | +0.7% | +0.2% | +0.9% |
| 30D | -1.6% | +93.1% | -94.6% | -8.7% |
| 3M | -4.5% | +79.4% | -83.9% | -11.2% |
| 6M | +20.9% | +214.9% | -194.0% | +5.5% |
| YTD | +19.9% | +234.2% | -214.3% | +3.5% |
| 1Y | +41.4% | +174.8% | -133.3% | +23.3% |
| 3Y | +239.2% | +104.5% | +134.7% | +190.3% |
| 5Y | +185.0% | -39.0% | +224.0% | +151.0% |
| All | +394.5% | -81.3% | +475.8% | +328.3% |
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