+70.6%
PR vs GTLB
+3.7%
+66.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.3% | +2.8% |
| 7D | -0.5% | -9.6% | +9.2% | -0.7% |
| 30D | -4.6% | -15.5% | +10.9% | -5.0% |
| 3M | +4.7% | +12.4% | -7.7% | +5.3% |
| 6M | +12.4% | +84.6% | -72.1% | +15.4% |
| YTD | +62.9% | +26.1% | +36.8% | +59.5% |
| 1Y | +70.6% | +1.7% | +68.9% | +62.6% |
| All | +70.6% | +3.7% | +66.9% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling