+81.7%
GAP vs PSLV
+120.6%
-38.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -4.8% |
| 7D | -3.2% | +3.3% | -6.5% | -3.5% |
| 30D | -0.7% | +2.1% | -2.8% | -1.0% |
| 3M | -0.5% | +7.1% | -7.6% | -1.3% |
| 6M | -5.0% | -21.6% | +16.6% | -3.4% |
| YTD | -14.7% | -6.7% | -7.9% | -16.2% |
| 1Y | -8.6% | +59.3% | -67.9% | -16.0% |
| 3Y | +108.4% | +182.1% | -73.7% | +79.2% |
| 5Y | +5.8% | +162.6% | -156.8% | -9.2% |
| 10Y | +29.6% | +203.0% | -173.4% | +7.0% |
| All | +81.7% | +120.6% | -38.9% | +32.6% |
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 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