+1.6%
PEP vs GTLB
-47.1%
+48.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.7% |
| 7D | -1.4% | +11.1% | -12.5% | -1.5% |
| 30D | +0.2% | +37.8% | -37.6% | -0.1% |
| 3M | -1.1% | +61.6% | -62.7% | -1.6% |
| 6M | -13.5% | +98.9% | -112.4% | -14.2% |
| YTD | -1.2% | +32.8% | -34.0% | -1.5% |
| 1Y | -1.6% | +14.7% | -16.2% | -1.7% |
| 3Y | -12.5% | +1.3% | -13.9% | -13.1% |
| All | +1.6% | -47.1% | +48.8% | -2.0% |
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