+54.9%
GD vs PTC
+31.8%
+23.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.0% |
| 3M | -6.8% | +39.6% | -46.3% | -11.2% |
| 6M | +3.0% | +41.5% | -38.5% | -2.7% |
| YTD | +7.8% | +11.7% | -3.9% | +7.3% |
| 1Y | +5.8% | +2.4% | +3.4% | +7.3% |
| All | +54.9% | +31.8% | +23.0% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling