-10.9%
GTLB vs PNR
-14.5%
+3.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -5.7% | -6.0% | +0.3% | -2.9% |
| 30D | +15.1% | -14.0% | +29.1% | +23.5% |
| 3M | +65.5% | -21.7% | +87.2% | +83.1% |
| 6M | +102.9% | -37.3% | +140.2% | +150.4% |
| YTD | +25.2% | -45.1% | +70.3% | +68.0% |
| 1Y | -5.5% | -49.1% | +43.6% | +33.6% |
| 3Y | -10.9% | -14.8% | +4.0% | -14.0% |
| All | -10.9% | -14.5% | +3.6% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling