+208.4%
GLD vs PTC
+315.4%
-106.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +2.8% | +1.3% | +1.5% | +2.8% |
| 30D | -4.0% | +1.1% | -5.0% | -4.0% |
| 3M | -8.2% | +30.1% | -38.4% | -8.7% |
| 6M | -14.8% | +34.0% | -48.9% | -15.4% |
| YTD | -6.8% | +12.8% | -19.6% | -7.0% |
| 1Y | -2.4% | +10.7% | -13.1% | -2.6% |
| 3Y | +105.8% | +29.6% | +76.1% | +104.0% |
| 5Y | +113.3% | +63.5% | +49.8% | +109.6% |
| 10Y | +208.4% | +316.7% | -108.2% | +203.2% |
| All | +208.4% | +315.4% | -106.9% | +203.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling