+495.6%
PBR vs GTLB
-50.0%
+545.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.4% | +8.9% | +3.7% |
| 7D | +2.5% | +4.6% | -2.1% | +2.3% |
| 30D | +19.4% | +21.0% | -1.6% | +18.8% |
| 3M | +20.8% | +51.7% | -30.9% | +19.4% |
| 6M | +23.5% | +89.3% | -65.8% | +21.1% |
| YTD | +83.4% | +25.6% | +57.8% | +81.9% |
| 1Y | +77.6% | -1.5% | +79.1% | +77.3% |
| 3Y | +99.9% | -9.9% | +109.8% | +98.4% |
| All | +495.6% | -50.0% | +545.6% | +466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling