+145.9%
PM vs GTLB
-50.0%
+195.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.4% |
| 7D | -7.3% | -9.6% | +2.3% | -7.2% |
| 30D | -4.0% | -14.5% | +10.5% | -3.9% |
| 3M | +2.7% | +20.9% | -18.2% | +2.6% |
| 6M | +14.9% | +81.4% | -66.5% | +14.4% |
| YTD | +23.5% | +25.6% | -2.0% | +23.6% |
| 1Y | +30.4% | +3.4% | +26.9% | +30.7% |
| 3Y | +143.2% | +8.9% | +134.3% | +140.9% |
| 5Y | +159.5% | -64.0% | +223.4% | +146.1% |
| All | +145.9% | -50.0% | +195.9% | +135.2% |
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 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