+14.7%
GTLB vs PNR
-43.1%
+57.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +11.1% | -2.4% | +13.4% | +11.2% |
| 30D | +37.8% | -12.8% | +50.6% | +39.0% |
| 3M | +61.6% | -17.0% | +78.6% | +63.7% |
| 6M | +98.9% | -37.4% | +136.3% | +107.6% |
| YTD | +32.8% | -41.6% | +74.4% | +42.5% |
| 1Y | +14.7% | -44.6% | +59.3% | +26.3% |
| All | +14.7% | -43.1% | +57.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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