+449.1%
PL vs GTLB
+0.5%
+448.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.7% |
| 7D | -9.3% | +11.1% | -20.4% | -13.2% |
| 30D | -18.9% | +37.8% | -56.7% | -29.5% |
| 3M | -58.4% | +61.6% | -119.9% | -66.4% |
| 6M | -30.3% | +98.9% | -129.2% | -50.6% |
| YTD | -8.1% | +32.8% | -40.9% | -21.8% |
| 1Y | +180.5% | +14.7% | +165.8% | +151.1% |
| All | +449.1% | +0.5% | +448.6% | +373.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling