+298.0%
GFI vs PSLV
+165.9%
+132.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.7% |
| 7D | -2.7% | -3.5% | +0.8% | -0.1% |
| 30D | +13.2% | -2.1% | +15.4% | +15.3% |
| 3M | +28.5% | -1.6% | +30.1% | +30.6% |
| 6M | -6.2% | -25.5% | +19.3% | +17.6% |
| YTD | +8.7% | -11.4% | +20.1% | +9.1% |
| 1Y | +24.8% | +48.6% | -23.7% | -23.4% |
| 3Y | +298.0% | +166.9% | +131.1% | +31.0% |
| All | +298.0% | +165.9% | +132.2% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling