-32.0%
GFS vs PTC
+55.4%
-87.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | -3.1% | +0.8% | -3.9% | -3.4% |
| 30D | -16.0% | +0.7% | -16.8% | -16.2% |
| 3M | -24.7% | +32.6% | -57.3% | -34.6% |
| 6M | -45.1% | +33.6% | -78.7% | -53.4% |
| YTD | +16.5% | +12.4% | +4.0% | +8.9% |
| 1Y | +19.3% | +11.2% | +8.1% | +12.3% |
| 3Y | -20.0% | +31.7% | -51.6% | -36.1% |
| 5Y | -32.0% | +60.1% | -92.1% | -54.0% |
| All | -32.0% | +55.4% | -87.5% | -54.0% |
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