+281.7%
PR vs GTLB
-47.1%
+328.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | +2.9% | +11.1% | -8.1% | +1.7% |
| 30D | +18.0% | +37.8% | -19.8% | +13.7% |
| 3M | +16.9% | +61.6% | -44.7% | +10.1% |
| 6M | +28.2% | +98.9% | -70.7% | +17.1% |
| YTD | +69.3% | +32.8% | +36.6% | +61.6% |
| 1Y | +69.5% | +14.7% | +54.8% | +63.7% |
| 3Y | +81.7% | +1.3% | +80.3% | +72.8% |
| All | +281.7% | -47.1% | +328.8% | +247.3% |
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