-54.6%
GTLB vs PTC
+8.1%
-62.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -0.4% |
| 7D | +4.6% | -12.8% | +17.4% | +17.8% |
| 30D | +21.0% | -9.8% | +30.8% | +32.3% |
| 3M | +51.7% | -2.1% | +53.8% | +50.1% |
| 6M | +89.3% | -18.1% | +107.4% | +124.5% |
| YTD | +25.6% | -23.5% | +49.1% | +59.4% |
| 1Y | -1.5% | -37.4% | +35.8% | +50.1% |
| 3Y | -9.9% | -7.2% | -2.7% | -13.0% |
| All | -54.6% | +8.1% | -62.8% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling