-33.9%
PTC vs GGLL
+80.0%
-113.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.9% |
| 7D | -10.3% | -4.8% | -5.5% | -10.1% |
| 30D | +1.1% | -13.7% | +14.8% | +1.7% |
| 3M | +1.6% | -21.9% | +23.5% | +2.0% |
| 6M | -13.5% | +11.7% | -25.1% | -15.7% |
| YTD | -19.1% | +2.3% | -21.3% | -20.8% |
| 1Y | -33.9% | +76.2% | -110.0% | -36.6% |
| All | -33.9% | +80.0% | -113.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling