+13.4%
GD vs PTC
-33.3%
+46.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.3% | -1.1% |
| 7D | -5.3% | -10.3% | +5.0% | -4.2% |
| 30D | -6.4% | +1.1% | -7.6% | -6.6% |
| 3M | +5.7% | +1.6% | +4.1% | +5.4% |
| 6M | -0.9% | -13.5% | +12.5% | +3.2% |
| YTD | +8.2% | -19.1% | +27.2% | +15.0% |
| 1Y | +13.4% | -33.9% | +47.3% | +28.5% |
| All | +13.4% | -33.3% | +46.7% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling