-42.6%
GFS vs PTC
+59.6%
-102.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.3% | -9.6% | -9.8% |
| 7D | -20.7% | -0.1% | -20.6% | -20.7% |
| 30D | -25.2% | +0.8% | -26.1% | -25.5% |
| 3M | -26.3% | +39.6% | -65.9% | -37.7% |
| 6M | -50.7% | +41.5% | -92.2% | -59.8% |
| YTD | +4.5% | +11.7% | -7.2% | -2.0% |
| 1Y | +2.5% | +2.4% | 0.0% | +1.8% |
| 3Y | -30.9% | +31.9% | -62.9% | -45.0% |
| 5Y | -42.6% | +54.5% | -97.1% | -61.2% |
| All | -42.6% | +59.6% | -102.3% | -61.2% |
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