+46.1%
PEG vs GTLB
-49.4%
+95.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.4% |
| 7D | +4.5% | -0.7% | +5.3% | +4.5% |
| 30D | +7.5% | -10.2% | +17.8% | +7.7% |
| 3M | +0.8% | +10.1% | -9.3% | +0.6% |
| 6M | 0.0% | +116.5% | -116.4% | -1.5% |
| YTD | -3.0% | +27.2% | -30.2% | -3.5% |
| 1Y | -4.7% | +8.6% | -13.3% | -4.8% |
| 3Y | +36.5% | +5.6% | +30.9% | +35.4% |
| 5Y | +44.4% | -61.8% | +106.2% | +41.1% |
| All | +46.1% | -49.4% | +95.5% | +42.6% |
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 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