+363.7%
GFI vs PSLV
+109.5%
+254.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -4.9% | -3.5% | -1.4% | -2.1% |
| 30D | +10.7% | -2.1% | +12.9% | +12.9% |
| 3M | +25.6% | -1.6% | +27.3% | +27.8% |
| 6M | -8.3% | -25.5% | +17.2% | +18.2% |
| YTD | +6.3% | -11.4% | +17.7% | +9.1% |
| 1Y | +22.1% | +48.6% | -26.5% | -22.3% |
| 3Y | +289.2% | +166.9% | +122.3% | +44.7% |
| 5Y | +531.7% | +152.4% | +379.3% | +152.9% |
| 10Y | +1,043.8% | +187.8% | +856.0% | +325.4% |
| All | +363.7% | +109.5% | +254.2% | +78.2% |
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