-10.3%
GFS vs PTC
+56.2%
-66.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +7.4% | +0.5% | +6.9% | +7.2% |
| 30D | -15.3% | +1.2% | -16.5% | -15.6% |
| 3M | -21.1% | +27.4% | -48.5% | -29.6% |
| 6M | -44.5% | +39.2% | -83.7% | -53.7% |
| YTD | +19.2% | +12.5% | +6.7% | +11.7% |
| 1Y | +27.2% | +12.3% | +15.0% | +19.2% |
| 3Y | -20.1% | +28.8% | -49.0% | -34.4% |
| 5Y | -25.6% | +60.9% | -86.5% | -49.5% |
| All | -10.3% | +56.2% | -66.5% | -39.0% |
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 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