+74.4%
GD vs PSLV
+176.8%
-102.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -5.3% | -0.6% | -4.6% | -5.2% |
| 30D | -6.4% | +7.3% | -13.7% | -6.8% |
| 3M | +5.7% | -7.4% | +13.1% | +5.9% |
| 6M | -0.9% | -20.3% | +19.3% | -0.1% |
| YTD | +8.2% | -8.2% | +16.4% | +6.2% |
| 1Y | +13.4% | +57.9% | -44.5% | +6.2% |
| All | +74.4% | +176.8% | -102.4% | +47.2% |
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