-50.7%
GFS vs PTC
+41.0%
-91.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.3% | -9.6% | -9.9% |
| 7D | -20.7% | -0.1% | -20.6% | -20.7% |
| 30D | -25.2% | +0.8% | -26.1% | -25.1% |
| 3M | -26.3% | +39.6% | -65.9% | -18.6% |
| 6M | -50.7% | +41.5% | -92.2% | -42.0% |
| All | -50.7% | +41.0% | -91.7% | -42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling