+746.1%
GLD vs PTC
+1,237.5%
-491.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.8% | +0.8% | -2.6% | -1.8% |
| 3M | -3.6% | +39.6% | -43.2% | -3.9% |
| 6M | -10.2% | +41.5% | -51.7% | -10.5% |
| YTD | -5.3% | +11.7% | -17.0% | -5.4% |
| 1Y | +2.5% | +2.4% | 0.0% | +2.4% |
| 3Y | +103.2% | +31.9% | +71.3% | +102.4% |
| 5Y | +121.1% | +54.5% | +66.6% | +119.6% |
| 10Y | +201.9% | +342.1% | -140.2% | +198.9% |
| All | +746.1% | +1,237.5% | -491.4% | +733.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling