-24.9%
GFS vs PTC
+32.2%
-57.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.2% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | -19.7% | +0.8% | -20.4% | -19.8% |
| 3M | -23.1% | +32.1% | -55.2% | -27.7% |
| 6M | -46.4% | +42.6% | -89.0% | -51.4% |
| YTD | +11.0% | +12.0% | -0.9% | +14.9% |
| 1Y | +12.6% | +12.2% | +0.5% | +16.2% |
| 3Y | -24.9% | +31.2% | -56.2% | -42.8% |
| All | -24.9% | +32.2% | -57.1% | -42.8% |
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