-54.1%
GTLB vs PFG
+100.0%
-154.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.6% |
| 7D | -0.7% | +2.4% | -3.1% | -2.6% |
| 30D | -10.2% | +5.9% | -16.1% | -14.1% |
| 3M | +10.1% | -0.4% | +10.6% | +9.6% |
| 6M | +116.5% | +14.8% | +101.6% | +92.1% |
| YTD | +27.2% | +31.9% | -4.7% | +0.9% |
| 1Y | +8.6% | +38.8% | -30.3% | -17.7% |
| 3Y | +5.6% | +82.4% | -76.8% | -38.1% |
| 5Y | -61.8% | +94.7% | -156.5% | -78.6% |
| All | -54.1% | +100.0% | -154.1% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling