+188.5%
GD vs PTC
+334.9%
-146.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | -5.0% | -0.2% | -4.7% | -4.9% |
| 30D | +8.9% | +0.8% | +8.2% | +8.7% |
| 3M | -8.0% | +32.1% | -40.2% | -14.4% |
| 6M | +2.9% | +42.6% | -39.7% | -6.7% |
| YTD | +7.1% | +12.0% | -4.9% | +2.7% |
| 1Y | +5.9% | +12.2% | -6.2% | +1.6% |
| 3Y | +53.9% | +31.2% | +22.6% | +39.4% |
| 5Y | +95.4% | +54.9% | +40.5% | +66.4% |
| All | +188.5% | +334.9% | -146.4% | +78.3% |
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