+419.3%
GEN vs PSLV
+120.6%
+298.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | -2.9% | +3.3% | -6.2% | -3.2% |
| 30D | +2.1% | +2.1% | -0.1% | +1.8% |
| 3M | +19.7% | +7.1% | +12.6% | +18.8% |
| 6M | +33.3% | -21.6% | +54.8% | +35.5% |
| YTD | +11.1% | -6.7% | +17.8% | +9.9% |
| 1Y | +3.0% | +59.3% | -56.3% | -3.5% |
| 3Y | +57.9% | +182.1% | -124.2% | +39.0% |
| 5Y | +20.6% | +162.6% | -142.0% | +6.2% |
| 10Y | +153.2% | +203.0% | -49.8% | +118.2% |
| All | +419.3% | +120.6% | +298.7% | +336.1% |
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