+4.3%
GFI vs PSLV
+6.6%
-2.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.6% | +3.4% |
| 7D | +7.7% | -0.1% | +7.8% | +7.9% |
| 30D | +4.6% | -15.6% | +20.2% | +18.2% |
| 3M | +3.8% | -16.6% | +20.4% | +19.2% |
| 6M | -7.3% | -28.5% | +21.2% | +18.1% |
| YTD | -8.8% | -28.7% | +19.9% | +12.9% |
| 1Y | +4.3% | +5.8% | -1.4% | -4.4% |
| All | +4.3% | +6.6% | -2.3% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling