+399.4%
GLW vs ABCL
-81.3%
+480.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.8% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | -1.3% | +93.1% | -94.4% | -9.7% |
| 3M | -21.8% | +79.4% | -101.2% | -27.8% |
| 6M | +6.9% | +214.9% | -208.0% | -7.2% |
| YTD | +77.2% | +234.2% | -157.1% | +51.8% |
| 1Y | +123.2% | +174.8% | -51.5% | +94.3% |
| 3Y | +400.0% | +104.5% | +295.5% | +328.1% |
| 5Y | +342.8% | -39.0% | +381.8% | +291.7% |
| All | +399.4% | -81.3% | +480.6% | +344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling