+280.6%
PSX vs GTLB
-50.8%
+331.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.7% |
| 7D | +1.8% | -6.6% | +8.4% | +2.3% |
| 30D | +21.6% | +13.7% | +7.9% | +20.5% |
| 3M | +46.5% | +52.9% | -6.4% | +42.2% |
| 6M | +62.0% | +88.5% | -26.5% | +54.7% |
| YTD | +106.3% | +23.4% | +82.9% | +101.8% |
| 1Y | +103.0% | -3.8% | +106.8% | +101.4% |
| 3Y | +135.5% | -11.5% | +147.0% | +130.9% |
| All | +280.6% | -50.8% | +331.4% | +254.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling