+511.4%
PBR vs GTLB
-49.8%
+561.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.1% |
| 7D | +4.2% | -4.1% | +8.3% | +4.3% |
| 30D | +22.7% | +12.3% | +10.4% | +22.3% |
| 3M | +21.5% | +65.9% | -44.4% | +19.8% |
| 6M | +24.0% | +104.0% | -80.0% | +21.4% |
| YTD | +88.2% | +26.0% | +62.2% | +86.7% |
| 1Y | +74.8% | -3.5% | +78.3% | +74.7% |
| 3Y | +105.1% | -9.6% | +114.8% | +103.7% |
| All | +511.4% | -49.8% | +561.2% | +481.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling