+654.3%
GS vs PTC
+224.0%
+430.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +2.1% |
| 7D | +0.9% | -10.3% | +11.2% | +4.6% |
| 30D | -1.6% | +1.1% | -2.7% | -2.4% |
| 3M | -4.5% | +1.6% | -6.1% | -6.5% |
| 6M | +20.9% | -13.5% | +34.3% | +24.9% |
| YTD | +19.9% | -19.1% | +38.9% | +26.6% |
| 1Y | +41.4% | -33.9% | +75.3% | +60.6% |
| 3Y | +239.2% | -3.9% | +243.1% | +229.0% |
| 5Y | +185.0% | +6.0% | +179.0% | +160.5% |
| All | +654.3% | +224.0% | +430.3% | +317.1% |
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