+248.1%
PH vs GTLB
-47.1%
+295.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -3.1% | +11.1% | -14.1% | -4.2% |
| 30D | -3.2% | +37.8% | -41.1% | -6.8% |
| 3M | +10.6% | +61.6% | -51.0% | +4.4% |
| 6M | -2.1% | +98.9% | -101.1% | -10.7% |
| YTD | +10.2% | +32.8% | -22.6% | +5.4% |
| 1Y | +28.2% | +14.7% | +13.6% | +24.3% |
| 3Y | +134.9% | +1.3% | +133.5% | +125.1% |
| All | +248.1% | -47.1% | +295.3% | +234.3% |
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