+390.3%
GDDY vs PSLV
+223.3%
+167.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -3.2% | -3.5% | +0.3% | -2.9% |
| 30D | +6.8% | -2.1% | +9.0% | +6.9% |
| 3M | +30.5% | -1.6% | +32.1% | +30.4% |
| 6M | +13.3% | -25.5% | +38.8% | +16.0% |
| YTD | -21.0% | -11.4% | -9.5% | -22.9% |
| 1Y | -34.0% | +48.6% | -82.6% | -41.3% |
| 3Y | +33.1% | +166.9% | -133.8% | +5.2% |
| 5Y | +30.3% | +152.4% | -122.1% | +2.9% |
| 10Y | +205.5% | +187.8% | +17.7% | +113.3% |
| All | +390.3% | +223.3% | +167.0% | +250.8% |
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