+12.9%
PG vs GTLB
-49.8%
+62.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | -2.7% | -4.1% | +1.4% | -2.7% |
| 30D | -1.5% | +12.3% | -13.9% | -1.5% |
| 3M | -3.4% | +65.9% | -69.3% | -3.4% |
| 6M | -7.0% | +104.0% | -110.9% | -7.0% |
| YTD | +2.0% | +26.0% | -24.0% | +2.1% |
| 1Y | -6.5% | -3.5% | -3.0% | -6.2% |
| 3Y | +1.2% | -9.6% | +10.8% | +1.1% |
| All | +12.9% | -49.8% | +62.7% | +9.7% |
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