+4,542.6%
GLW vs ABT
+6,741.2%
-2,198.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +3.8% | -3.7% | +7.4% | +5.0% |
| 30D | -1.3% | +2.5% | -3.8% | -2.3% |
| 3M | -21.8% | +20.2% | -42.0% | -27.5% |
| 6M | +6.9% | -2.9% | +9.8% | +5.8% |
| YTD | +77.2% | -11.9% | +89.1% | +80.7% |
| 1Y | +123.2% | -16.5% | +139.8% | +131.0% |
| 3Y | +400.0% | +12.1% | +387.9% | +360.3% |
| 5Y | +342.8% | -7.4% | +350.2% | +332.3% |
| 10Y | +771.4% | +210.7% | +560.7% | +484.7% |
| All | +4,542.6% | +6,741.2% | -2,198.6% | +883.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling