+94.9%
PR vs GTLB
+5.1%
+89.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +1.1% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | -4.2% | -10.2% | +6.0% | -3.3% |
| 3M | +10.0% | +10.1% | -0.1% | +8.6% |
| 6M | +15.6% | +116.5% | -100.9% | +5.6% |
| YTD | +68.2% | +27.2% | +41.0% | +62.7% |
| 1Y | +79.2% | +8.6% | +70.6% | +76.9% |
| 3Y | +94.9% | +5.6% | +89.3% | +97.5% |
| All | +94.9% | +5.1% | +89.8% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling