+39.6%
PEG vs GTLB
-49.8%
+89.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | -0.9% | -4.1% | +3.2% | -0.8% |
| 30D | -2.8% | +12.3% | -15.1% | -3.0% |
| 3M | -6.9% | +65.9% | -72.8% | -7.8% |
| 6M | -11.4% | +104.0% | -115.4% | -12.7% |
| YTD | -7.4% | +26.0% | -33.4% | -7.7% |
| 1Y | -8.3% | -3.5% | -4.8% | -8.1% |
| 3Y | +31.5% | -9.6% | +41.2% | +30.9% |
| All | +39.6% | -49.8% | +89.4% | +36.3% |
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