-4.1%
GTLB vs PTC
-2.9%
-1.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +5.6% |
| 7D | +11.1% | -10.3% | +21.3% | +20.0% |
| 30D | +37.8% | +1.1% | +36.7% | +35.8% |
| 3M | +61.6% | +1.6% | +60.0% | +56.6% |
| 6M | +98.9% | -13.5% | +112.4% | +121.2% |
| YTD | +32.8% | -19.1% | +51.8% | +55.7% |
| 1Y | +14.7% | -33.9% | +48.5% | +56.2% |
| All | -4.1% | -2.9% | -1.2% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling