+251.9%
PH vs GTLB
-49.8%
+301.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +6.9% | -9.6% | +16.5% | +8.0% |
| 30D | +1.7% | -15.5% | +17.2% | +3.4% |
| 3M | -8.1% | +12.4% | -20.5% | -9.7% |
| 6M | +11.5% | +84.6% | -73.1% | +2.9% |
| YTD | +11.4% | +26.1% | -14.7% | +6.8% |
| 1Y | +14.1% | +1.7% | +12.4% | +12.4% |
| 3Y | +138.2% | +6.1% | +132.2% | +126.9% |
| 5Y | +216.0% | -61.1% | +277.1% | +209.6% |
| All | +251.9% | -49.8% | +301.6% | +238.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling