+656.7%
GD vs PSLV
+117.0%
+539.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | +5.7% | -7.4% | +13.1% | +6.1% |
| 6M | -0.9% | -20.3% | +19.3% | +0.2% |
| YTD | +8.2% | -8.2% | +16.4% | +7.1% |
| 1Y | +13.4% | +57.9% | -44.5% | +7.2% |
| 3Y | +68.5% | +162.1% | -93.6% | +51.9% |
| 5Y | +97.2% | +151.2% | -54.0% | +77.2% |
| 10Y | +190.2% | +191.7% | -1.5% | +152.3% |
| All | +656.7% | +117.0% | +539.7% | +538.1% |
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