+1.2%
ABT vs GTLB
-47.1%
+48.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -3.7% | +11.1% | -14.7% | -4.2% |
| 30D | +2.5% | +37.8% | -35.3% | +0.8% |
| 3M | +20.2% | +61.6% | -41.4% | +17.2% |
| 6M | -2.9% | +98.9% | -101.9% | -6.6% |
| YTD | -11.9% | +32.8% | -44.7% | -13.6% |
| 1Y | -16.5% | +14.7% | -31.2% | -17.7% |
| 3Y | +12.1% | +1.3% | +10.8% | +8.8% |
| All | +1.2% | -47.1% | +48.3% | -2.6% |
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