+192.2%
GD vs PSLV
+194.1%
-2.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | -3.1% | +3.3% | -6.5% | -3.4% |
| 30D | -10.9% | +2.1% | -13.1% | -11.2% |
| 3M | +2.5% | +7.1% | -4.7% | +1.6% |
| 6M | -1.7% | -21.6% | +19.9% | 0.0% |
| YTD | +6.1% | -6.7% | +12.9% | +4.1% |
| 1Y | +11.7% | +59.3% | -47.6% | +2.1% |
| 3Y | +71.8% | +182.1% | -110.3% | +44.1% |
| 5Y | +92.2% | +162.6% | -70.4% | +60.8% |
| 10Y | +192.2% | +203.0% | -10.8% | +117.0% |
| All | +192.2% | +194.1% | -2.0% | +117.0% |
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