-4.1%
GTLB vs ABCL
+109.3%
-113.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +11.1% | +0.7% | +10.3% | +10.9% |
| 30D | +37.8% | +93.1% | -55.3% | +20.6% |
| 3M | +61.6% | +79.4% | -17.9% | +41.9% |
| 6M | +98.9% | +214.9% | -116.0% | +55.9% |
| YTD | +32.8% | +234.2% | -201.4% | +2.4% |
| 1Y | +14.7% | +174.8% | -160.1% | -10.1% |
| All | -4.1% | +109.3% | -113.4% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling