+12.6%
GTLB vs PFG
+46.8%
-34.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.3% |
| 7D | -9.7% | +4.9% | -14.6% | -11.0% |
| 30D | +1.7% | +5.7% | -4.0% | -0.2% |
| 3M | +43.6% | +2.6% | +41.0% | +42.2% |
| 6M | +113.0% | +19.8% | +93.2% | +94.9% |
| YTD | +39.5% | +36.3% | +3.3% | +24.3% |
| 1Y | +12.6% | +47.9% | -35.3% | +2.9% |
| All | +12.6% | +46.8% | -34.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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