+26.2%
PL vs GTLB
-49.0%
+75.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.8% | +12.2% | +11.0% |
| 7D | -6.8% | -11.1% | +4.3% | -3.2% |
| 30D | -29.3% | -7.5% | -21.8% | -27.5% |
| 3M | -44.8% | +34.8% | -79.5% | -50.2% |
| 6M | -68.4% | +98.0% | -166.4% | -75.4% |
| YTD | -36.4% | +28.1% | -64.5% | -43.9% |
| 1Y | +0.7% | +5.6% | -4.8% | -5.6% |
| 3Y | +455.3% | +15.9% | +439.4% | +399.2% |
| 5Y | +22.7% | -61.1% | +83.8% | +8.1% |
| All | +26.2% | -49.0% | +75.2% | +10.6% |
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