+115.4%
GAP vs PSLV
+165.9%
-50.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | -4.1% | -3.5% | -0.6% | -3.9% |
| 30D | +6.2% | -2.1% | +8.4% | +6.2% |
| 3M | -0.7% | -1.6% | +1.0% | -0.8% |
| 6M | -7.1% | -25.5% | +18.4% | -6.0% |
| YTD | -14.1% | -11.4% | -2.7% | -16.9% |
| 1Y | -8.5% | +48.6% | -57.1% | -19.7% |
| 3Y | +115.4% | +166.9% | -51.5% | +74.3% |
| All | +115.4% | +165.9% | -50.5% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling