+27.9%
GAP vs PSLV
+190.6%
-162.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -4.1% | -3.5% | -0.6% | -3.7% |
| 30D | +6.2% | -2.1% | +8.4% | +6.3% |
| 3M | -0.7% | -1.6% | +1.0% | -0.8% |
| 6M | -7.1% | -25.5% | +18.4% | -4.5% |
| YTD | -14.1% | -11.4% | -2.7% | -16.3% |
| 1Y | -8.5% | +48.6% | -57.1% | -19.5% |
| 3Y | +115.4% | +166.9% | -51.5% | +68.7% |
| 5Y | +9.8% | +152.4% | -142.6% | -14.8% |
| All | +27.9% | +190.6% | -162.7% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling