-52.0%
GTLB vs PTC
+14.4%
-66.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +6.6% |
| 7D | +11.1% | -10.3% | +21.3% | +21.9% |
| 30D | +37.8% | +1.1% | +36.7% | +35.2% |
| 3M | +61.6% | +1.6% | +60.0% | +54.8% |
| 6M | +98.9% | -13.5% | +112.4% | +124.5% |
| YTD | +32.8% | -19.1% | +51.8% | +59.9% |
| 1Y | +14.7% | -33.9% | +48.5% | +66.4% |
| 3Y | +1.3% | -3.9% | +5.2% | -4.8% |
| All | -52.0% | +14.4% | -66.5% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling