+7.5%
GTLB vs ABCL
+201.8%
-194.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.4% |
| 7D | -3.5% | +4.4% | -7.9% | -4.5% |
| 30D | -9.0% | -7.9% | -1.1% | -7.8% |
| 3M | +15.9% | +12.2% | +3.6% | +11.6% |
| 6M | +104.9% | +134.7% | -29.9% | +62.3% |
| YTD | +26.0% | +239.8% | -213.8% | -9.6% |
| All | +7.5% | +201.8% | -194.3% | -22.3% |
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