-55.4%
GTLB vs PFG
+100.9%
-156.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.1% |
| 7D | -6.6% | +3.2% | -9.8% | -9.0% |
| 30D | +13.7% | +0.9% | +12.8% | +12.7% |
| 3M | +52.9% | +7.7% | +45.2% | +43.4% |
| 6M | +88.5% | +29.0% | +59.5% | +53.2% |
| YTD | +23.4% | +32.5% | -9.0% | -1.8% |
| 1Y | -3.8% | +47.3% | -51.1% | -30.4% |
| 3Y | -11.5% | +68.2% | -79.7% | -44.1% |
| All | -55.4% | +100.9% | -156.3% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling