+232.0%
GLW vs ABCL
-26.2%
+258.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.4% |
| 7D | +7.5% | -3.3% | +10.8% | +8.0% |
| 30D | -19.0% | -7.1% | -11.9% | -18.2% |
| 3M | -27.9% | +4.7% | -32.6% | -28.8% |
| 6M | -44.6% | +140.9% | -185.4% | -52.1% |
| YTD | +31.0% | +236.0% | -205.0% | +7.3% |
| 1Y | +39.7% | +217.4% | -177.7% | +15.2% |
| 3Y | +338.2% | +188.7% | +149.5% | +247.0% |
| All | +232.0% | -26.2% | +258.2% | +176.2% |
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