+1,374.6%
GIS vs PTC
+8,854.1%
-7,479.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 6M | +4.3% | +33.6% | -29.3% | +2.0% |
| YTD | -19.8% | +12.4% | -32.2% | -20.8% |
| 1Y | -20.5% | +11.2% | -31.7% | -21.4% |
| 3Y | -38.3% | +31.7% | -70.0% | -40.0% |
| 5Y | -32.2% | +60.1% | -92.2% | -35.1% |
| 10Y | -18.0% | +317.2% | -335.2% | -27.3% |
| All | +1,374.6% | +8,854.1% | -7,479.5% | +564.6% |
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