-61.2%
PINS vs GTLB
-47.1%
-14.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.5% |
| 7D | -12.0% | +11.1% | -23.1% | -15.1% |
| 30D | -12.7% | +37.8% | -50.5% | -21.6% |
| 3M | -5.5% | +61.6% | -67.1% | -19.5% |
| 6M | +5.3% | +98.9% | -93.7% | -17.1% |
| YTD | -21.2% | +32.8% | -54.0% | -30.1% |
| 1Y | -45.0% | +14.7% | -59.7% | -49.5% |
| 3Y | -26.2% | +1.3% | -27.6% | -35.2% |
| All | -61.2% | -47.1% | -14.0% | -66.4% |
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