+276.4%
GME vs PTC
+200.2%
+76.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +6.0% | -14.2% | +20.3% | +10.6% |
| 30D | +8.3% | -14.4% | +22.8% | +12.9% |
| 3M | -9.1% | -4.7% | -4.3% | -8.8% |
| 6M | -16.3% | -19.3% | +3.0% | -12.2% |
| YTD | +1.5% | -26.1% | +27.7% | +9.3% |
| 1Y | -16.3% | -37.1% | +20.7% | -5.6% |
| 3Y | +15.1% | -10.4% | +25.5% | +15.5% |
| 5Y | -57.2% | +2.5% | -59.6% | -59.0% |
| All | +276.4% | +200.2% | +76.3% | +110.2% |
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 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