-18.3%
ABT vs GTLB
-1.8%
-16.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.7% |
| 7D | -5.0% | -4.1% | -0.9% | -5.0% |
| 30D | -5.8% | +12.3% | -18.1% | -5.5% |
| 3M | +16.7% | +65.9% | -49.2% | +18.2% |
| 6M | -5.2% | +104.0% | -109.2% | -2.6% |
| YTD | -16.0% | +26.0% | -42.0% | -16.4% |
| 1Y | -18.3% | -3.5% | -14.8% | -18.0% |
| All | -18.3% | -1.8% | -16.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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