-30.1%
GFS vs PTC
+60.7%
-90.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.9% |
| 6M | -44.5% | +39.2% | -83.7% | -54.0% |
| YTD | +19.2% | +12.5% | +6.7% | +11.4% |
| 1Y | +27.2% | +12.3% | +15.0% | +18.8% |
| 3Y | -20.1% | +28.8% | -49.0% | -35.3% |
| All | -30.1% | +60.7% | -90.8% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling