+2.0%
ABT vs GTLB
-49.4%
+51.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -1.3% | -0.7% | -0.5% | -1.2% |
| 30D | +6.0% | -10.2% | +16.3% | +6.5% |
| 3M | -1.9% | +10.1% | -12.0% | -2.5% |
| 6M | +31.2% | +116.5% | -85.3% | +25.9% |
| YTD | -11.2% | +27.2% | -38.4% | -12.9% |
| 1Y | -14.0% | +8.6% | -22.5% | -14.9% |
| 3Y | +20.7% | +5.6% | +15.1% | +16.7% |
| 5Y | -6.7% | -61.8% | +55.1% | -10.2% |
| All | +2.0% | -49.4% | +51.3% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling