-0.4%
PL vs GTLB
+6.1%
-6.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.7% | -9.7% | -2.1% | -10.5% |
| 30D | -27.1% | +1.7% | -28.8% | -27.1% |
| 3M | -44.6% | +43.6% | -88.1% | -46.7% |
| 6M | -67.2% | +113.0% | -180.1% | -70.2% |
| YTD | -35.9% | +39.5% | -75.4% | -36.2% |
| 1Y | -0.4% | +12.6% | -13.0% | +2.8% |
| All | -0.4% | +6.1% | -6.5% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling