+615.9%
PLTR vs GTLB
-47.1%
+663.1%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.5% | -4.9% |
| 7D | -6.4% | +11.1% | -17.5% | -10.8% |
| 30D | +10.0% | +37.8% | -27.8% | -3.8% |
| 3M | +23.0% | +61.6% | -38.5% | +0.8% |
| 6M | +13.8% | +98.9% | -85.1% | -14.7% |
| YTD | -1.9% | +32.8% | -34.7% | -15.2% |
| 1Y | +11.6% | +14.7% | -3.0% | +0.8% |
| 3Y | +1,048.4% | +1.3% | +1,047.1% | +891.9% |
| All | +615.9% | -47.1% | +663.1% | +523.8% |
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