-55.4%
GTLB vs PNR
-12.7%
-42.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -0.3% |
| 7D | -6.6% | -3.9% | -2.7% | -3.6% |
| 30D | +13.7% | -13.8% | +27.6% | +27.6% |
| 3M | +52.9% | -22.5% | +75.4% | +82.0% |
| 6M | +88.5% | -37.2% | +125.6% | +161.8% |
| YTD | +23.4% | -44.2% | +67.7% | +89.2% |
| 1Y | -3.8% | -46.6% | +42.8% | +52.9% |
| 3Y | -11.5% | -12.5% | +1.0% | -21.1% |
| All | -55.4% | -12.7% | -42.7% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling