+606.9%
GEV vs PSLV
+156.9%
+450.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.5% | -1.9% |
| 7D | -1.9% | -4.9% | +3.0% | -1.0% |
| 30D | -8.7% | -1.9% | -6.8% | -8.4% |
| 3M | +6.6% | +4.2% | +2.4% | +5.5% |
| 6M | +10.2% | -27.6% | +37.8% | +15.0% |
| YTD | +41.6% | -11.7% | +53.3% | +37.2% |
| 1Y | +43.9% | +49.3% | -5.4% | +20.5% |
| All | +606.9% | +156.9% | +450.0% | +455.3% |
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