+206.1%
GLD vs PTC
+312.5%
-106.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.6% | +0.5% | -5.1% | -4.6% |
| 30D | -5.5% | +1.2% | -6.7% | -5.5% |
| 3M | -10.9% | +27.4% | -38.3% | -11.3% |
| 6M | -17.4% | +39.2% | -56.6% | -18.0% |
| YTD | -10.3% | +12.5% | -22.8% | -10.5% |
| 1Y | -7.2% | +12.3% | -19.4% | -7.4% |
| 3Y | +96.9% | +28.8% | +68.1% | +95.2% |
| 5Y | +103.8% | +60.9% | +42.9% | +100.3% |
| All | +206.1% | +312.5% | -106.3% | +201.1% |
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