+669.9%
GWW vs PTC
+312.5%
+357.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +3.6% | +0.5% | +3.1% | +3.4% |
| 30D | +12.1% | +1.2% | +10.9% | +11.8% |
| 3M | +12.9% | +27.4% | -14.5% | +4.8% |
| 6M | +19.3% | +39.2% | -19.9% | +7.3% |
| YTD | +48.7% | +12.5% | +36.2% | +41.3% |
| 1Y | +60.5% | +12.3% | +48.2% | +52.5% |
| 3Y | +93.3% | +28.8% | +64.4% | +74.0% |
| 5Y | +219.0% | +60.9% | +158.1% | +164.2% |
| All | +669.9% | +312.5% | +357.4% | +430.1% |
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