+267.1%
PR vs GTLB
-49.8%
+316.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.3% | +2.6% |
| 7D | -0.5% | -9.6% | +9.2% | +0.6% |
| 30D | -4.6% | -15.5% | +10.9% | -3.0% |
| 3M | +4.7% | +12.4% | -7.7% | +3.0% |
| 6M | +12.4% | +84.6% | -72.1% | +3.8% |
| YTD | +62.9% | +26.1% | +36.8% | +56.0% |
| 1Y | +70.6% | +1.7% | +68.9% | +67.4% |
| 3Y | +90.0% | +6.1% | +83.9% | +79.8% |
| 5Y | +255.5% | -61.1% | +316.7% | +226.5% |
| All | +267.1% | -49.8% | +316.9% | +235.2% |
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