+27.7%
GLW vs ABCL
+198.8%
-171.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -11.1% | +2.3% | -13.4% | -11.4% |
| 30D | -28.4% | -0.7% | -27.8% | -28.4% |
| 3M | -28.8% | +33.4% | -62.2% | -33.6% |
| 6M | -39.8% | +137.8% | -177.6% | -52.3% |
| YTD | +28.7% | +264.3% | -235.6% | -12.1% |
| 1Y | +27.7% | +209.2% | -181.5% | -3.8% |
| All | +27.7% | +198.8% | -171.1% | -3.8% |
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