+322.7%
CG vs PSLV
+73.8%
+248.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.4% |
| 7D | -6.4% | +3.3% | -9.8% | -6.9% |
| 30D | -7.1% | +2.1% | -9.2% | -7.5% |
| 3M | -1.6% | +7.1% | -8.7% | -2.9% |
| 6M | -8.3% | -21.6% | +13.2% | -5.7% |
| YTD | -23.8% | -6.7% | -17.1% | -25.7% |
| 1Y | -28.7% | +59.3% | -88.0% | -37.1% |
| 3Y | +49.2% | +182.1% | -132.9% | +19.0% |
| 5Y | +5.5% | +162.6% | -157.1% | -16.0% |
| 10Y | +331.2% | +203.0% | +128.2% | +224.5% |
| All | +322.7% | +73.8% | +248.9% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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