+101.5%
GME vs PTC
+30.6%
+70.9%
-63.3%
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% | +1.8% |
| 7D | +5.8% | +0.8% | +5.0% | +5.6% |
| 30D | -3.7% | +0.7% | -4.4% | -3.8% |
| 3M | +33.6% | +32.6% | +1.0% | +24.2% |
| 6M | +5.4% | +33.6% | -28.2% | -2.5% |
| YTD | +27.4% | +12.4% | +15.0% | +25.3% |
| 1Y | +19.0% | +11.2% | +7.8% | +17.4% |
| 3Y | +101.5% | +31.7% | +69.8% | +60.9% |
| All | +101.5% | +30.6% | +70.9% | +60.9% |
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