-38.3%
GIS vs PTC
+30.6%
-68.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +10.1% | +0.7% | +9.3% | +10.0% |
| 3M | -3.7% | +32.6% | -36.3% | -5.0% |
| 6M | +4.3% | +33.6% | -29.3% | +2.0% |
| YTD | -19.8% | +12.4% | -32.2% | -21.6% |
| 1Y | -20.5% | +11.2% | -31.7% | -22.2% |
| 3Y | -38.3% | +31.7% | -70.0% | -39.0% |
| All | -38.3% | +30.6% | -68.9% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling