+307.7%
GLW vs ABCL
+156.0%
+151.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +1.5% |
| 7D | -13.9% | -3.2% | -10.8% | -13.5% |
| 30D | -35.0% | -7.4% | -27.6% | -34.2% |
| 3M | -32.4% | +81.9% | -114.3% | -39.3% |
| 6M | -41.3% | +135.7% | -177.1% | -49.7% |
| YTD | +21.8% | +247.4% | -225.5% | -1.6% |
| 1Y | +21.8% | +162.3% | -140.4% | +1.6% |
| 3Y | +307.7% | +165.5% | +142.2% | +220.4% |
| All | +307.7% | +156.0% | +151.6% | +220.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling