+1,025.6%
PLTR vs GTLB
-8.4%
+1,034.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -0.4% |
| 7D | -5.3% | +4.6% | -9.9% | -7.3% |
| 30D | -1.0% | +21.0% | -22.0% | -8.2% |
| 3M | +24.8% | +51.7% | -26.9% | +6.7% |
| 6M | +8.4% | +89.3% | -80.9% | -14.5% |
| YTD | -4.2% | +25.6% | -29.8% | -14.7% |
| 1Y | +9.1% | -1.5% | +10.6% | +4.5% |
| 3Y | +1,025.6% | -9.9% | +1,035.5% | +996.6% |
| All | +1,025.6% | -8.4% | +1,034.0% | +996.6% |
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