+12.6%
GTLB vs PPG
+38.5%
-25.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | +0.4% |
| 7D | -9.7% | +7.5% | -17.1% | -9.2% |
| 30D | +1.7% | +20.9% | -19.2% | +3.0% |
| 3M | +43.6% | +8.7% | +34.8% | +44.0% |
| 6M | +113.0% | +23.8% | +89.1% | +120.0% |
| YTD | +39.5% | +26.5% | +13.0% | +48.5% |
| 1Y | +12.6% | +37.6% | -25.0% | +24.8% |
| All | +12.6% | +38.5% | -25.8% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling