-17.4%
GIS vs PTC
+0.1%
-17.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.2% |
| 7D | +8.5% | +0.1% | +8.4% | +8.5% |
| 30D | +15.3% | +1.5% | +13.8% | +15.2% |
| 3M | +0.9% | +37.8% | -36.8% | -1.9% |
| 6M | +7.9% | +41.2% | -33.3% | +3.1% |
| YTD | -17.6% | +12.0% | -29.6% | -20.4% |
| 1Y | -17.4% | +1.6% | -19.0% | -19.5% |
| All | -17.4% | +0.1% | -17.5% | -19.5% |
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