-20.8%
GIS vs PTC
+200.2%
-221.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -8.4% | -14.2% | +5.8% | -7.6% |
| 30D | -5.2% | -14.4% | +9.2% | -4.4% |
| 3M | +8.2% | -4.7% | +12.9% | +8.3% |
| 6M | -12.0% | -19.3% | +7.3% | -11.3% |
| YTD | -18.9% | -26.1% | +7.2% | -18.0% |
| 1Y | -23.6% | -37.1% | +13.4% | -22.3% |
| 3Y | -37.6% | -10.4% | -27.2% | -37.8% |
| 5Y | -25.2% | +2.5% | -27.7% | -26.3% |
| All | -20.8% | +200.2% | -221.0% | -31.9% |
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