-18.0%
GIS vs PTC
-33.3%
+15.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.6% | -1.5% |
| 7D | -7.8% | -10.3% | +2.4% | -6.3% |
| 30D | +6.6% | +1.1% | +5.4% | +6.5% |
| 3M | +21.0% | +1.6% | +19.4% | +19.2% |
| 6M | -9.1% | -13.5% | +4.4% | -9.7% |
| YTD | -13.6% | -19.1% | +5.4% | -14.6% |
| 1Y | -18.0% | -33.9% | +15.9% | -18.4% |
| All | -18.0% | -33.3% | +15.2% | -18.4% |
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