+38.9%
PL vs GTLB
-49.4%
+88.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +10.0% | -0.7% | +10.8% | +10.2% |
| 30D | -2.3% | -10.2% | +7.9% | +1.3% |
| 3M | -44.2% | +10.1% | -54.3% | -46.2% |
| 6M | -66.1% | +116.5% | -182.6% | -74.3% |
| YTD | -30.0% | +27.2% | -57.1% | -38.2% |
| 1Y | +21.0% | +8.6% | +12.5% | +12.1% |
| 3Y | +516.5% | +5.6% | +510.9% | +468.4% |
| 5Y | +32.0% | -61.8% | +93.8% | +16.5% |
| All | +38.9% | -49.4% | +88.2% | +21.9% |
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