-54.5%
GTLB vs PTC
+59.2%
-113.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.6% |
| 7D | -9.6% | +0.5% | -10.1% | -10.0% |
| 30D | -15.5% | +0.9% | -16.4% | -16.1% |
| 3M | +12.4% | +30.4% | -18.0% | -13.7% |
| 6M | +84.6% | +34.4% | +50.1% | +35.5% |
| YTD | +26.1% | +12.6% | +13.5% | +10.4% |
| 1Y | +1.7% | +10.2% | -8.5% | -9.2% |
| 3Y | +6.1% | +29.4% | -23.3% | -24.8% |
| 5Y | -61.1% | +63.7% | -124.9% | -78.3% |
| All | -54.5% | +59.2% | -113.6% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling