+758.3%
PLTR vs GTLB
+7.7%
+750.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.8% | -10.9% | +7.2% | +0.2% |
| 30D | -19.2% | -15.3% | -3.9% | -14.5% |
| 3M | -3.7% | +14.6% | -18.2% | -8.7% |
| 6M | +22.5% | +79.6% | -57.1% | -0.2% |
| YTD | -5.0% | +24.3% | -29.4% | -14.8% |
| 1Y | -12.8% | +1.0% | -13.8% | -17.1% |
| 3Y | +758.3% | +4.6% | +753.7% | +736.7% |
| All | +758.3% | +7.7% | +750.6% | +736.7% |
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