+32.9%
PL vs GTLB
-61.5%
+94.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +22.3% | -3.5% | +25.7% | +23.5% |
| 30D | -8.3% | -9.0% | +0.7% | -5.4% |
| 3M | -43.3% | +15.9% | -59.1% | -46.3% |
| 6M | -65.8% | +104.9% | -170.7% | -73.8% |
| YTD | -29.5% | +26.0% | -55.5% | -37.7% |
| 1Y | +11.7% | +1.8% | +9.9% | +5.8% |
| 3Y | +540.6% | +6.0% | +534.6% | +488.4% |
| 5Y | +32.9% | -62.2% | +95.1% | +23.8% |
| All | +32.9% | -61.5% | +94.4% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling