+147.3%
PM vs GTLB
-50.5%
+197.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -6.6% | -10.9% | +4.3% | -6.6% |
| 30D | -3.4% | -15.3% | +11.9% | -3.4% |
| 3M | +5.3% | +14.6% | -9.2% | +5.2% |
| 6M | +15.5% | +79.6% | -64.1% | +15.1% |
| YTD | +24.3% | +24.3% | -0.1% | +24.3% |
| 1Y | +29.7% | +1.0% | +28.7% | +30.0% |
| 3Y | +144.9% | +4.6% | +140.3% | +142.8% |
| 5Y | +159.0% | -63.7% | +222.8% | +145.8% |
| All | +147.3% | -50.5% | +197.8% | +136.5% |
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