-16.4%
GFS vs PTC
+55.4%
-71.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.1% |
| 7D | -7.8% | -0.2% | -7.6% | -7.7% |
| 30D | -19.7% | +0.8% | -20.4% | -19.9% |
| 3M | -23.1% | +32.1% | -55.2% | -32.9% |
| 6M | -46.4% | +42.6% | -89.0% | -56.3% |
| YTD | +11.0% | +12.0% | -0.9% | +4.2% |
| 1Y | +12.6% | +12.2% | +0.5% | +5.4% |
| 3Y | -24.9% | +31.2% | -56.2% | -39.2% |
| 5Y | -39.1% | +54.9% | -94.0% | -58.5% |
| All | -16.4% | +55.4% | -71.9% | -43.1% |
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