+12.6%
GTLB vs ABCL
+138.2%
-125.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -9.7% | -10.0% | +0.3% | -7.9% |
| 30D | +1.7% | -10.9% | +12.6% | +3.6% |
| 3M | +43.6% | +101.6% | -58.1% | +21.2% |
| 6M | +113.0% | +167.5% | -54.6% | +63.8% |
| YTD | +39.5% | +259.1% | -219.5% | -0.6% |
| 1Y | +12.6% | +152.2% | -139.5% | -16.6% |
| All | +12.6% | +138.2% | -125.6% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling