+5.6%
GTLB vs ABCL
+185.8%
-180.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -0.7% | -3.3% | +2.5% | -0.2% |
| 30D | -10.2% | -7.1% | -3.1% | -9.3% |
| 3M | +10.1% | +4.7% | +5.4% | +7.8% |
| 6M | +116.5% | +140.9% | -24.4% | +77.7% |
| YTD | +27.2% | +236.0% | -208.8% | -2.8% |
| 1Y | +8.6% | +217.4% | -208.9% | -16.4% |
| 3Y | +5.6% | +188.7% | -183.1% | -21.7% |
| All | +5.6% | +185.8% | -180.2% | -21.7% |
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