-54.6%
GTLB vs ABCL
-19.8%
-34.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -3.5% |
| 7D | -9.6% | +12.4% | -22.0% | -12.8% |
| 30D | -14.5% | -0.4% | -14.1% | -14.8% |
| 3M | +20.9% | +80.4% | -59.5% | -2.1% |
| 6M | +81.4% | +138.5% | -57.2% | +30.8% |
| YTD | +25.6% | +265.5% | -239.9% | -22.8% |
| 1Y | +3.4% | +219.7% | -216.2% | -33.9% |
| 3Y | +8.9% | +209.4% | -200.5% | -40.7% |
| 5Y | -64.0% | -15.0% | -49.0% | -69.3% |
| All | -54.6% | -19.8% | -34.9% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling