+371.1%
GH vs PTC
+89.6%
+281.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | -6.9% | +1.2% | -8.1% | -7.5% |
| 3M | -4.9% | +27.4% | -32.3% | -19.4% |
| 6M | +54.1% | +39.2% | +14.9% | +21.2% |
| YTD | +48.5% | +12.5% | +36.0% | +32.1% |
| 1Y | +61.2% | +12.3% | +48.9% | +43.3% |
| 3Y | +570.3% | +28.8% | +541.5% | +411.2% |
| 5Y | +46.1% | +60.9% | -14.7% | -2.8% |
| All | +371.1% | +89.6% | +281.5% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling