-11.0%
PFE vs GTLB
-47.1%
+36.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | +1.8% | +11.1% | -9.3% | +1.5% |
| 30D | +10.2% | +37.8% | -27.6% | +9.4% |
| 3M | +12.7% | +61.6% | -48.9% | +11.3% |
| 6M | +10.5% | +98.9% | -88.4% | +8.5% |
| YTD | +20.2% | +32.8% | -12.6% | +19.1% |
| 1Y | +24.1% | +14.7% | +9.4% | +23.2% |
| 3Y | -3.6% | +1.3% | -4.9% | -4.8% |
| All | -11.0% | -47.1% | +36.1% | -13.6% |
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 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