+147.5%
GE vs PSLV
+190.6%
-43.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -4.0% | -3.5% | -0.5% | -3.6% |
| 30D | -11.4% | -2.1% | -9.3% | -11.3% |
| 3M | -2.6% | -1.6% | -1.0% | -2.8% |
| 6M | -0.3% | -25.5% | +25.2% | +2.6% |
| YTD | +5.4% | -11.4% | +16.8% | +3.6% |
| 1Y | +15.5% | +48.6% | -33.0% | +4.3% |
| 3Y | +260.8% | +166.9% | +93.9% | +192.7% |
| 5Y | +421.6% | +152.4% | +269.2% | +321.0% |
| All | +147.5% | +190.6% | -43.1% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling