+837.6%
GLW vs ABT
+202.4%
+635.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.6% | +10.2% | +8.6% |
| 7D | +14.0% | -3.1% | +17.1% | +15.3% |
| 30D | +0.4% | -2.1% | +2.5% | +0.8% |
| 3M | -11.3% | +17.4% | -28.8% | -19.5% |
| 6M | +35.1% | -2.4% | +37.5% | +33.7% |
| YTD | +90.5% | -14.2% | +104.8% | +100.9% |
| 1Y | +132.0% | -18.3% | +150.4% | +149.7% |
| 3Y | +463.3% | +11.5% | +451.8% | +388.3% |
| 5Y | +382.5% | -9.9% | +392.4% | +368.4% |
| 10Y | +837.6% | +204.4% | +633.3% | +356.7% |
| All | +837.6% | +202.4% | +635.2% | +356.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling