+0.3%
GLD vs PTC
+10.5%
-10.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +4.9% | +0.8% | +4.1% | +5.0% |
| 30D | -1.3% | +0.7% | -2.0% | -1.3% |
| 3M | -4.8% | +32.6% | -37.4% | -3.7% |
| 6M | -12.5% | +33.6% | -46.1% | -12.1% |
| YTD | -4.2% | +12.4% | -16.7% | -5.0% |
| All | +0.3% | +10.5% | -10.2% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling