+739.4%
GLD vs PTC
+1,240.7%
-501.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | -0.9% | +0.8% | -1.7% | -0.9% |
| 3M | -4.4% | +32.1% | -36.5% | -4.6% |
| 6M | -13.6% | +42.6% | -56.2% | -13.9% |
| YTD | -6.0% | +12.0% | -18.0% | -6.1% |
| 1Y | +1.8% | +12.2% | -10.4% | +1.6% |
| 3Y | +103.2% | +31.2% | +72.0% | +102.4% |
| 5Y | +119.3% | +54.9% | +64.4% | +117.9% |
| 10Y | +199.5% | +343.1% | -143.7% | +196.5% |
| All | +739.4% | +1,240.7% | -501.3% | +726.6% |
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 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