+216.0%
GLD vs PTC
+224.0%
-8.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.7% |
| 7D | -0.5% | -10.3% | +9.7% | -0.3% |
| 30D | +4.4% | +1.1% | +3.3% | +4.4% |
| 3M | -1.1% | +1.6% | -2.7% | -1.2% |
| 6M | -13.8% | -13.5% | -0.3% | -13.6% |
| YTD | +2.6% | -19.1% | +21.7% | +3.0% |
| 1Y | +24.5% | -33.9% | +58.4% | +25.6% |
| 3Y | +125.8% | -3.9% | +129.7% | +125.1% |
| 5Y | +137.8% | +6.0% | +131.8% | +135.8% |
| All | +216.0% | +224.0% | -8.0% | +214.6% |
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 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