+286.7%
GLW vs ABCL
-81.0%
+367.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | +15.5% | +4.4% | +11.1% | +14.9% |
| 30D | -19.6% | -7.9% | -11.7% | -18.8% |
| 3M | -28.5% | +12.2% | -40.7% | -29.8% |
| 6M | -39.5% | +134.7% | -174.3% | -46.0% |
| YTD | +37.2% | +239.8% | -202.6% | +17.1% |
| 1Y | +35.4% | +192.7% | -157.3% | +17.2% |
| 3Y | +359.7% | +187.6% | +172.1% | +283.7% |
| 5Y | +244.0% | -22.6% | +266.6% | +202.4% |
| All | +286.7% | -81.0% | +367.7% | +243.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling