+72.9%
PBR vs GTLB
+6.1%
+66.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | 0.0% | -7.0% | -7.0% |
| 7D | -11.0% | -9.7% | -1.3% | -11.2% |
| 30D | -18.8% | +1.7% | -20.5% | -18.7% |
| 3M | +7.8% | +43.6% | -35.7% | +9.4% |
| 6M | -7.6% | +113.0% | -120.6% | -5.2% |
| YTD | +72.7% | +39.5% | +33.1% | +75.9% |
| 1Y | +72.9% | +12.6% | +60.3% | +75.8% |
| All | +72.9% | +6.1% | +66.9% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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