-36.0%
GLW vs ABCL
+120.4%
-156.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.4% | -3.6% | -10.7% |
| 7D | -19.7% | -14.9% | -4.8% | -16.7% |
| 30D | -38.8% | -15.4% | -23.4% | -36.5% |
| 3M | -33.9% | +88.0% | -121.9% | -46.3% |
| 6M | -36.0% | +138.8% | -174.8% | -49.7% |
| All | -36.0% | +120.4% | -156.4% | -49.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling