+243.8%
GLW vs ABCL
-18.8%
+262.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.2% | +4.0% | +8.5% |
| 7D | -5.9% | +12.4% | -18.3% | -7.4% |
| 30D | -26.0% | -0.4% | -25.6% | -25.9% |
| 3M | -29.9% | +80.4% | -110.3% | -36.6% |
| 6M | -37.8% | +138.5% | -176.3% | -46.2% |
| YTD | +33.1% | +265.5% | -232.4% | +7.9% |
| 1Y | +36.8% | +219.7% | -182.9% | +12.8% |
| 3Y | +356.1% | +209.4% | +146.7% | +258.3% |
| 5Y | +243.8% | -15.0% | +258.8% | +185.4% |
| All | +243.8% | -18.8% | +262.6% | +185.4% |
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 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