+506.2%
PBR vs GTLB
-50.1%
+556.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | +5.4% | -5.7% | +11.1% | +5.5% |
| 30D | +22.9% | +15.1% | +7.7% | +22.4% |
| 3M | +19.6% | +65.5% | -45.8% | +18.0% |
| 6M | +16.5% | +102.9% | -86.4% | +14.0% |
| YTD | +86.7% | +25.2% | +61.4% | +85.2% |
| 1Y | +74.7% | -5.5% | +80.2% | +74.7% |
| 3Y | +102.6% | -10.9% | +113.5% | +101.2% |
| All | +506.2% | -50.1% | +556.4% | +476.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling