+257.7%
PR vs GTLB
-49.0%
+306.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.8% | +2.1% |
| 7D | -16.4% | -11.1% | -5.3% | -15.3% |
| 30D | -1.9% | -7.5% | +5.6% | -1.2% |
| 3M | +8.0% | +34.8% | -26.8% | +4.0% |
| 6M | +4.1% | +98.0% | -93.9% | -4.8% |
| YTD | +58.7% | +28.1% | +30.6% | +51.7% |
| 1Y | +75.8% | +5.6% | +70.3% | +71.8% |
| 3Y | +73.2% | +15.9% | +57.2% | +62.1% |
| 5Y | +230.1% | -61.1% | +291.2% | +202.8% |
| All | +257.7% | -49.0% | +306.7% | +226.1% |
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