+456.3%
GME vs PTC
+313.0%
+143.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | -5.9% | +1.2% | -7.1% | -6.2% |
| 3M | +38.2% | +32.6% | +5.6% | +26.2% |
| 6M | +14.5% | +36.1% | -21.5% | +3.0% |
| YTD | +27.6% | +12.7% | +14.9% | +20.9% |
| 1Y | +19.9% | +10.2% | +9.8% | +14.3% |
| 3Y | +104.3% | +29.4% | +74.9% | +83.4% |
| 5Y | -49.3% | +61.1% | -110.4% | -57.3% |
| All | +456.3% | +313.0% | +143.3% | +194.0% |
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