-13.7%
GEHC vs PSLV
-19.6%
+5.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.6% |
| 7D | -7.6% | +3.3% | -11.0% | -7.9% |
| 30D | -10.7% | +2.1% | -12.8% | -10.8% |
| 3M | -1.2% | +7.1% | -8.4% | -1.3% |
| 6M | -13.7% | -21.6% | +7.8% | -10.4% |
| All | -13.7% | -19.6% | +5.8% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling