+286.6%
PSX vs GTLB
-49.4%
+336.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +7.8% | -0.7% | +8.6% | +7.9% |
| 30D | -10.9% | -10.2% | -0.7% | -10.3% |
| 3M | +14.5% | +10.1% | +4.4% | +13.5% |
| 6M | +56.1% | +116.5% | -60.3% | +47.9% |
| YTD | +109.6% | +27.2% | +82.4% | +104.4% |
| 1Y | +95.5% | +8.6% | +87.0% | +92.5% |
| 3Y | +156.2% | +5.6% | +150.6% | +148.6% |
| 5Y | +310.0% | -61.8% | +371.8% | +284.5% |
| All | +286.6% | -49.4% | +336.0% | +259.2% |
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