+48.3%
PPL vs GTLB
-49.0%
+97.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.5% |
| 7D | +0.4% | -11.1% | +11.5% | +0.6% |
| 30D | +5.4% | -7.5% | +13.0% | +5.6% |
| 3M | +4.3% | +34.8% | -30.5% | +3.5% |
| 6M | -1.3% | +98.0% | -99.3% | -3.0% |
| YTD | +4.7% | +28.1% | -23.5% | +3.9% |
| 1Y | +1.3% | +5.6% | -4.3% | +1.0% |
| 3Y | +57.2% | +15.9% | +41.3% | +53.9% |
| 5Y | +48.2% | -61.1% | +109.3% | +42.5% |
| All | +48.3% | -49.0% | +97.3% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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