+134.1%
PSX vs GTLB
-8.4%
+142.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +2.0% |
| 7D | +2.8% | +4.6% | -1.7% | +2.4% |
| 30D | +27.8% | +21.0% | +6.8% | +25.7% |
| 3M | +42.0% | +51.7% | -9.7% | +37.0% |
| 6M | +58.1% | +89.3% | -31.2% | +49.2% |
| YTD | +105.0% | +25.6% | +79.4% | +99.6% |
| 1Y | +104.9% | -1.5% | +106.5% | +103.3% |
| 3Y | +134.1% | -9.9% | +144.0% | +128.8% |
| All | +134.1% | -8.4% | +142.5% | +128.8% |
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