+93.8%
GD vs PSLV
+153.7%
-60.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | -3.5% | +2.7% | -6.1% | -3.7% |
| 30D | -9.0% | +3.5% | -12.5% | -9.3% |
| 3M | +5.1% | +0.3% | +4.8% | +4.9% |
| 6M | -1.0% | -21.0% | +20.0% | +0.3% |
| YTD | +7.3% | -8.9% | +16.2% | +5.2% |
| 1Y | +12.4% | +54.0% | -41.5% | +3.2% |
| 3Y | +73.7% | +175.4% | -101.8% | +45.5% |
| 5Y | +93.8% | +157.7% | -63.9% | +58.0% |
| All | +93.8% | +153.7% | -60.0% | +58.0% |
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