+15.9%
GTLB vs ABCL
+156.0%
-140.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.6% | -3.0% |
| 7D | -11.1% | -3.2% | -7.9% | -10.7% |
| 30D | -7.5% | -7.4% | -0.1% | -6.5% |
| 3M | +34.8% | +81.9% | -47.1% | +18.7% |
| 6M | +98.0% | +135.7% | -37.7% | +63.6% |
| YTD | +28.1% | +247.4% | -219.2% | -2.4% |
| 1Y | +5.6% | +162.3% | -156.7% | -16.1% |
| 3Y | +15.9% | +165.5% | -149.5% | -12.4% |
| All | +15.9% | +156.0% | -140.1% | -12.4% |
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