+190.4%
GD vs PTC
+333.9%
-143.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | +8.1% | +0.8% | +7.2% | +7.9% |
| 3M | -6.8% | +39.6% | -46.3% | -14.4% |
| 6M | +3.0% | +41.5% | -38.5% | -6.5% |
| YTD | +7.8% | +11.7% | -3.9% | +3.4% |
| 1Y | +5.8% | +2.4% | +3.4% | +3.6% |
| 3Y | +55.3% | +31.9% | +23.4% | +40.5% |
| 5Y | +96.7% | +54.5% | +42.2% | +67.5% |
| All | +190.4% | +333.9% | -143.5% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling