-10.9%
GTLB vs PPG
-17.4%
+6.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -5.7% | -6.2% | +0.5% | -3.4% |
| 30D | +15.1% | -7.9% | +23.1% | +18.7% |
| 3M | +65.5% | -10.2% | +75.7% | +71.6% |
| 6M | +102.9% | +2.7% | +100.2% | +96.5% |
| YTD | +25.2% | +4.9% | +20.3% | +17.6% |
| 1Y | -5.5% | -3.2% | -2.3% | -6.8% |
| 3Y | -10.9% | -17.0% | +6.1% | -7.4% |
| All | -10.9% | -17.4% | +6.5% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling