+40.7%
PEG vs GTLB
-47.1%
+87.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +0.7% | +11.1% | -10.4% | +0.5% |
| 30D | -2.4% | +37.8% | -40.2% | -3.0% |
| 3M | -4.8% | +61.6% | -66.4% | -5.6% |
| 6M | -10.7% | +98.9% | -109.6% | -11.9% |
| YTD | -6.7% | +32.8% | -39.5% | -7.1% |
| 1Y | -6.8% | +14.7% | -21.5% | -7.0% |
| 3Y | +34.5% | +1.3% | +33.1% | +33.6% |
| All | +40.7% | -47.1% | +87.8% | +37.2% |
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