-2.4%
GFS vs PTC
+12.4%
-14.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.6% | +4.4% |
| 7D | +1.0% | -10.3% | +11.3% | +6.1% |
| 30D | -8.6% | +1.1% | -9.7% | -9.9% |
| 3M | -46.5% | +1.6% | -48.2% | -48.4% |
| 6M | -4.8% | -13.5% | +8.6% | +0.6% |
| YTD | +29.7% | -19.1% | +48.7% | +41.4% |
| 1Y | +35.8% | -33.9% | +69.7% | +70.3% |
| 3Y | -18.3% | -3.9% | -14.4% | -24.0% |
| All | -2.4% | +12.4% | -14.8% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling