+109.1%
GLD vs PTC
+30.6%
+78.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.3% |
| 6M | -12.5% | +33.6% | -46.1% | -12.1% |
| YTD | -4.2% | +12.4% | -16.7% | -3.7% |
| 1Y | +3.0% | +11.2% | -8.2% | +3.7% |
| 3Y | +109.1% | +31.7% | +77.4% | +117.9% |
| All | +109.1% | +30.6% | +78.5% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling