+1,346.3%
GIS vs PTC
+8,866.4%
-7,520.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.6% | +0.5% | -5.1% | -4.6% |
| 30D | +6.6% | +0.9% | +5.7% | +6.5% |
| 3M | -8.1% | +30.4% | -38.5% | -9.8% |
| 6M | +4.9% | +34.4% | -29.5% | +2.7% |
| YTD | -21.4% | +12.6% | -33.9% | -22.3% |
| 1Y | -21.6% | +10.2% | -31.8% | -22.5% |
| 3Y | -39.3% | +29.4% | -68.7% | -40.8% |
| 5Y | -33.2% | +63.7% | -96.9% | -36.1% |
| 10Y | -17.3% | +316.9% | -334.2% | -26.7% |
| All | +1,346.3% | +8,866.4% | -7,520.1% | +551.8% |
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