+213.5%
PH vs GTLB
-64.1%
+277.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +2.1% | -10.9% | +13.0% | +3.4% |
| 30D | +0.3% | -15.3% | +15.6% | +1.9% |
| 3M | -8.8% | +14.6% | -23.4% | -10.5% |
| 6M | +10.0% | +79.6% | -69.6% | +1.9% |
| YTD | +10.5% | +24.3% | -13.8% | +6.2% |
| 1Y | +15.5% | +1.0% | +14.5% | +13.9% |
| 3Y | +136.4% | +4.6% | +131.8% | +125.4% |
| All | +213.5% | -64.1% | +277.6% | +206.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling