-34.6%
GIS vs PTC
-8.0%
-26.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -1.2% |
| 7D | -8.3% | -12.8% | +4.5% | -7.4% |
| 30D | +2.2% | -9.8% | +12.0% | +2.9% |
| 3M | +15.7% | -2.1% | +17.8% | +15.5% |
| 6M | -12.0% | -18.1% | +6.1% | -11.9% |
| YTD | -15.0% | -23.5% | +8.5% | -14.9% |
| 1Y | -20.1% | -37.4% | +17.2% | -20.1% |
| 3Y | -34.6% | -7.2% | -27.4% | -35.5% |
| All | -34.6% | -8.0% | -26.6% | -35.5% |
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 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