+205.7%
GLW vs ABCL
-30.0%
+235.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.4% | -3.6% | -11.5% |
| 7D | -19.7% | -14.9% | -4.8% | -17.8% |
| 30D | -38.8% | -15.4% | -23.4% | -37.3% |
| 3M | -33.9% | +88.0% | -121.9% | -40.7% |
| 6M | -36.0% | +138.8% | -174.8% | -44.6% |
| YTD | +18.7% | +225.4% | -206.7% | -2.1% |
| 1Y | +19.8% | +137.3% | -117.5% | +2.4% |
| 3Y | +294.3% | +136.8% | +157.5% | +220.7% |
| 5Y | +205.7% | -26.2% | +232.0% | +157.5% |
| All | +205.7% | -30.0% | +235.8% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling