-69.4%
PL vs GTLB
+97.3%
-166.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.5% | -3.7% | -9.1% |
| 7D | -20.5% | -13.5% | -7.0% | -18.8% |
| 30D | -38.8% | -5.1% | -33.7% | -37.8% |
| 3M | -49.1% | +35.5% | -84.6% | -49.1% |
| 6M | -69.4% | +97.2% | -166.6% | -67.2% |
| All | -69.4% | +97.3% | -166.7% | -67.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling