+272.3%
PSX vs GTLB
-47.1%
+319.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +4.5% | +11.1% | -6.5% | +3.8% |
| 30D | +26.6% | +37.8% | -11.2% | +23.9% |
| 3M | +39.3% | +61.6% | -22.3% | +34.7% |
| 6M | +56.8% | +98.9% | -42.1% | +49.2% |
| YTD | +101.8% | +32.8% | +69.0% | +96.6% |
| 1Y | +99.6% | +14.7% | +85.0% | +95.7% |
| 3Y | +140.3% | +1.3% | +139.0% | +133.7% |
| All | +272.3% | -47.1% | +319.4% | +245.5% |
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 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