+57.1%
GWW vs ABCL
+138.2%
-81.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.5% |
| 7D | +11.1% | -10.0% | +21.1% | +11.2% |
| 30D | +15.7% | -10.9% | +26.6% | +15.9% |
| 3M | +14.8% | +101.6% | -86.9% | +13.0% |
| 6M | +30.9% | +167.5% | -136.6% | +26.6% |
| YTD | +48.5% | +259.1% | -210.6% | +39.1% |
| 1Y | +57.1% | +152.2% | -95.1% | +49.6% |
| All | +57.1% | +138.2% | -81.1% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling