+20,253.5%
GD vs PTC
+8,822.5%
+11,431.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.6% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +10.5% | +1.5% | +9.0% | +10.3% |
| 3M | -5.0% | +37.8% | -42.7% | -9.0% |
| 6M | +5.5% | +41.2% | -35.7% | +0.4% |
| YTD | +10.3% | +12.0% | -1.7% | +7.7% |
| 1Y | +8.2% | +1.6% | +6.5% | +6.7% |
| 3Y | +59.0% | +32.3% | +26.7% | +51.4% |
| 5Y | +104.3% | +61.4% | +42.9% | +88.7% |
| 10Y | +202.4% | +343.4% | -140.9% | +146.3% |
| All | +20,253.5% | +8,822.5% | +11,431.0% | +11,415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling