+40.6%
GLW vs ABCL
+138.2%
-97.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.7% | -6.0% |
| 7D | -9.5% | -10.0% | +0.5% | -7.7% |
| 30D | -25.5% | -10.9% | -14.6% | -24.0% |
| 3M | -25.6% | +101.6% | -127.2% | -38.2% |
| 6M | -25.5% | +167.5% | -193.0% | -42.4% |
| YTD | +36.4% | +259.1% | -222.7% | -5.2% |
| 1Y | +40.6% | +152.2% | -111.6% | +12.5% |
| All | +40.6% | +138.2% | -97.6% | +12.5% |
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