+64.6%
PTC vs GGLL
+188.6%
-124.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -0.2% | +3.1% | -3.3% | -0.7% |
| 30D | +0.8% | -36.3% | +37.1% | +5.9% |
| 3M | +32.1% | -40.4% | +72.5% | +39.9% |
| 6M | +42.6% | -54.6% | +97.2% | +55.0% |
| YTD | +12.0% | -31.1% | +43.1% | +13.6% |
| 1Y | +12.2% | -19.2% | +31.3% | +10.5% |
| 3Y | +31.2% | +151.5% | -120.3% | +0.9% |
| All | +64.6% | +188.6% | -124.0% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling