-54.6%
GTLB vs ABCL
-26.6%
-28.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +4.6% | +1.4% | +3.2% | +4.1% |
| 30D | +21.0% | +65.1% | -44.1% | +1.9% |
| 3M | +51.7% | +111.1% | -59.4% | +16.3% |
| 6M | +89.3% | +231.6% | -142.3% | +23.1% |
| YTD | +25.6% | +234.5% | -208.9% | -19.7% |
| 1Y | -1.5% | +174.3% | -175.9% | -35.1% |
| 3Y | -9.9% | +111.5% | -121.4% | -41.6% |
| All | -54.6% | -26.6% | -28.0% | -59.6% |
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 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