+153.3%
PM vs GTLB
-49.4%
+202.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.2% |
| 7D | +0.5% | -0.7% | +1.3% | +0.6% |
| 30D | -3.2% | -10.2% | +7.0% | -3.2% |
| 3M | +6.2% | +10.1% | -3.9% | +6.2% |
| 6M | +7.7% | +116.5% | -108.8% | +7.1% |
| YTD | +27.3% | +27.2% | +0.1% | +27.3% |
| 1Y | +32.8% | +8.6% | +24.2% | +33.0% |
| 3Y | +150.0% | +5.6% | +144.4% | +147.9% |
| 5Y | +164.2% | -61.8% | +226.1% | +150.9% |
| All | +153.3% | -49.4% | +202.7% | +142.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling