-63.4%
PINS vs GTLB
-49.8%
-13.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | -9.4% | -9.6% | +0.3% | -6.4% |
| 30D | -10.2% | -15.5% | +5.3% | -5.6% |
| 3M | -19.0% | +12.4% | -31.4% | -22.6% |
| 6M | -7.4% | +84.6% | -91.9% | -25.1% |
| YTD | -25.7% | +26.1% | -51.8% | -33.3% |
| 1Y | -29.7% | +1.7% | -31.4% | -32.8% |
| 3Y | -38.1% | +6.1% | -44.2% | -46.7% |
| 5Y | -57.3% | -61.1% | +3.9% | -62.5% |
| All | -63.4% | -49.8% | -13.6% | -67.9% |
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