+677.4%
GD vs PSLV
+66.4%
+611.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.7% |
| 7D | -1.9% | +3.9% | -5.8% | -2.2% |
| 30D | +10.9% | -16.3% | +27.3% | +12.2% |
| 3M | -6.8% | -23.0% | +16.2% | -5.2% |
| 6M | +7.0% | -36.5% | +43.5% | +10.0% |
| YTD | +11.1% | -29.6% | +40.8% | +11.9% |
| 1Y | +7.0% | -0.5% | +7.6% | +4.7% |
| 3Y | +59.9% | +120.1% | -60.2% | +45.6% |
| 5Y | +102.5% | +93.3% | +9.2% | +85.1% |
| 10Y | +174.0% | +135.7% | +38.3% | +141.8% |
| All | +677.4% | +66.4% | +611.0% | +566.7% |
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