+649.6%
PLTR vs GTLB
-64.3%
+714.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -3.8% | -10.9% | +7.2% | +0.9% |
| 30D | -19.2% | -15.3% | -3.9% | -13.7% |
| 3M | -3.7% | +14.6% | -18.2% | -9.8% |
| 6M | +22.5% | +79.6% | -57.1% | -4.7% |
| YTD | -5.0% | +24.3% | -29.4% | -16.1% |
| 1Y | -12.8% | +1.0% | -13.8% | -16.9% |
| 3Y | +758.3% | +4.6% | +753.7% | +624.4% |
| 5Y | +649.6% | -63.7% | +713.4% | +619.0% |
| All | +649.6% | -64.3% | +714.0% | +619.0% |
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