+93.8%
GD vs PSLV
+97.9%
-4.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -5.0% | +5.1% | -10.1% | -5.3% |
| 30D | +8.9% | -13.3% | +22.3% | +9.9% |
| 3M | -8.0% | -16.5% | +8.5% | -7.1% |
| 6M | +2.9% | -32.8% | +35.7% | +5.4% |
| YTD | +7.1% | -28.8% | +35.9% | +6.6% |
| 1Y | +5.9% | +5.8% | +0.1% | +0.6% |
| 3Y | +53.9% | +114.8% | -60.9% | +30.9% |
| All | +93.8% | +97.9% | -4.1% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling