+478.5%
GS vs PTC
+326.2%
+152.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.5% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | +1.2% | +0.7% | +0.5% | +1.0% |
| 3M | -12.4% | +32.6% | -45.0% | -21.5% |
| 6M | -2.3% | +33.6% | -35.9% | -13.7% |
| YTD | +4.6% | +12.4% | -7.8% | -2.1% |
| 1Y | +17.5% | +11.2% | +6.3% | +10.3% |
| 3Y | +202.0% | +31.7% | +170.4% | +161.0% |
| 5Y | +152.4% | +60.1% | +92.3% | +98.6% |
| 10Y | +478.5% | +317.2% | +161.3% | +214.9% |
| All | +478.5% | +326.2% | +152.4% | +214.9% |
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 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