+401.3%
GH vs PTC
+36.4%
+364.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.3% | +3.7% |
| 7D | -0.1% | -10.3% | +10.2% | +6.1% |
| 30D | -1.1% | +1.1% | -2.2% | -2.7% |
| 3M | +21.3% | +1.6% | +19.7% | +17.1% |
| 6M | +73.5% | -13.5% | +87.0% | +83.9% |
| YTD | +58.0% | -19.1% | +77.1% | +73.6% |
| 1Y | +163.1% | -33.9% | +196.9% | +225.1% |
| 3Y | +361.0% | -3.9% | +364.9% | +322.5% |
| 5Y | +22.5% | +6.0% | +16.5% | +5.1% |
| All | +401.3% | +36.4% | +364.9% | +234.2% |
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