-5.3%
PG vs GTLB
+14.4%
-19.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | +1.9% | +11.1% | -9.2% | +2.3% |
| 30D | -0.2% | +37.8% | -38.0% | +1.4% |
| 3M | +4.8% | +61.6% | -56.8% | +7.4% |
| 6M | -6.1% | +98.9% | -105.0% | -2.1% |
| YTD | +4.5% | +32.8% | -28.3% | +7.4% |
| 1Y | -5.3% | +14.7% | -20.0% | -3.4% |
| All | -5.3% | +14.4% | -19.7% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling