-19.4%
GFS vs PTC
-3.9%
-15.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.6% | +3.3% |
| 7D | +1.0% | -10.3% | +11.3% | +4.3% |
| 30D | -8.6% | +1.1% | -9.7% | -9.5% |
| 3M | -46.5% | +1.6% | -48.2% | -47.2% |
| 6M | -4.8% | -13.5% | +8.6% | +2.0% |
| YTD | +29.7% | -19.1% | +48.7% | +43.6% |
| 1Y | +35.8% | -33.9% | +69.7% | +72.9% |
| All | -19.4% | -3.9% | -15.5% | -25.1% |
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 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