+257.2%
PR vs GTLB
-50.5%
+307.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -9.5% | -10.9% | +1.4% | -8.3% |
| 30D | -5.7% | -15.3% | +9.6% | -4.1% |
| 3M | +3.0% | +14.6% | -11.6% | +1.1% |
| 6M | +11.8% | +79.6% | -67.8% | +3.5% |
| YTD | +58.5% | +24.3% | +34.2% | +52.0% |
| 1Y | +69.9% | +1.0% | +68.9% | +66.8% |
| 3Y | +84.9% | +4.6% | +80.3% | +75.2% |
| 5Y | +246.4% | -63.7% | +310.2% | +219.2% |
| All | +257.2% | -50.5% | +307.7% | +226.7% |
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