-54.5%
GTLB vs PPG
-25.0%
-29.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +3.4% |
| 7D | -4.1% | -5.1% | +1.1% | -0.5% |
| 30D | +12.3% | -9.6% | +21.9% | +20.3% |
| 3M | +65.9% | -6.4% | +72.3% | +71.8% |
| 6M | +104.0% | +0.5% | +103.5% | +94.8% |
| YTD | +26.0% | +4.4% | +21.6% | +14.2% |
| 1Y | -3.5% | -0.9% | -2.6% | -9.2% |
| 3Y | -9.6% | -17.0% | +7.3% | -2.9% |
| All | -54.5% | -25.0% | -29.4% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling