+17.5%
GFS vs PTC
+10.5%
+6.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +5.0% |
| 7D | -3.1% | +0.8% | -3.9% | -3.0% |
| 30D | -16.0% | +0.7% | -16.8% | -15.9% |
| 3M | -24.7% | +32.6% | -57.3% | -19.4% |
| 6M | -45.1% | +33.6% | -78.7% | -37.6% |
| YTD | +16.5% | +12.4% | +4.0% | +32.4% |
| All | +17.5% | +10.5% | +6.9% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling