+173.9%
GH vs PTC
-39.6%
+213.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.7% |
| 7D | -0.2% | -13.6% | +13.4% | +2.3% |
| 30D | -2.6% | -14.7% | +12.0% | 0.0% |
| 3M | +25.1% | -5.9% | +31.0% | +25.1% |
| 6M | +78.5% | -21.1% | +99.6% | +86.3% |
| YTD | +59.4% | -26.0% | +85.4% | +67.5% |
| 1Y | +173.9% | -36.8% | +210.7% | +200.4% |
| All | +173.9% | -39.6% | +213.5% | +200.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling