+1,488.6%
GIS vs PTC
+6,346.6%
-4,858.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.6% | -2.1% |
| 7D | -7.8% | -10.3% | +2.4% | -7.3% |
| 30D | +6.6% | +1.1% | +5.4% | +6.5% |
| 3M | +21.0% | +1.6% | +19.4% | +20.7% |
| 6M | -9.1% | -13.5% | +4.4% | -8.5% |
| YTD | -13.6% | -19.1% | +5.4% | -12.8% |
| 1Y | -18.0% | -33.9% | +15.9% | -16.3% |
| 3Y | -33.7% | -3.9% | -29.8% | -34.0% |
| 5Y | -19.4% | +6.0% | -25.5% | -20.8% |
| 10Y | -21.3% | +223.7% | -245.0% | -28.9% |
| All | +1,488.6% | +6,346.6% | -4,858.1% | +632.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling