-52.0%
GTLB vs PFG
+105.6%
-157.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.2% |
| 7D | +11.1% | +5.5% | +5.5% | +6.4% |
| 30D | +37.8% | +2.4% | +35.4% | +34.9% |
| 3M | +61.6% | +13.6% | +48.0% | +45.5% |
| 6M | +98.9% | +27.9% | +71.0% | +62.8% |
| YTD | +32.8% | +35.6% | -2.8% | +3.7% |
| 1Y | +14.7% | +48.5% | -33.8% | -17.5% |
| 3Y | +1.3% | +66.9% | -65.5% | -35.4% |
| All | -52.0% | +105.6% | -157.6% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling