+1,032.6%
GME vs PTC
+657.2%
+375.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | +1.2% |
| 7D | +7.2% | -10.3% | +17.5% | +10.2% |
| 30D | +0.8% | +1.1% | -0.4% | +0.3% |
| 3M | -14.0% | +1.6% | -15.6% | -15.1% |
| 6M | -19.7% | -13.5% | -6.3% | -17.7% |
| YTD | -4.6% | -19.1% | +14.5% | -0.5% |
| 1Y | -14.3% | -33.9% | +19.5% | -6.0% |
| 3Y | +4.0% | -3.9% | +7.9% | +2.6% |
| 5Y | -62.2% | +6.0% | -68.2% | -63.5% |
| 10Y | +241.4% | +223.7% | +17.6% | +125.0% |
| All | +1,032.6% | +657.2% | +375.5% | +408.8% |
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