-6.9%
PFE vs GTLB
-50.5%
+43.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -0.7% | -10.9% | +10.2% | -0.4% |
| 30D | +5.3% | -15.3% | +20.6% | +5.7% |
| 3M | +10.1% | +14.6% | -4.4% | +9.7% |
| 6M | +18.0% | +79.6% | -61.6% | +16.2% |
| YTD | +25.8% | +24.3% | +1.5% | +24.8% |
| 1Y | +28.4% | +1.0% | +27.4% | +28.0% |
| 3Y | +20.9% | +4.6% | +16.3% | +19.3% |
| 5Y | -21.5% | -63.7% | +42.2% | -23.1% |
| All | -6.9% | -50.5% | +43.6% | -9.4% |
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