+82.2%
PL vs GTLB
-47.1%
+129.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.6% |
| 7D | -9.3% | +11.1% | -20.4% | -12.4% |
| 30D | -18.9% | +37.8% | -56.7% | -27.3% |
| 3M | -58.4% | +61.6% | -119.9% | -64.8% |
| 6M | -30.3% | +98.9% | -129.2% | -46.3% |
| YTD | -8.1% | +32.8% | -40.9% | -19.7% |
| 1Y | +180.5% | +14.7% | +165.8% | +154.2% |
| 3Y | +444.1% | +1.3% | +442.8% | +406.6% |
| All | +82.2% | -47.1% | +129.3% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling