-10.3%
GFS vs PSLV
+86.5%
-96.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.1% |
| 7D | +7.4% | -6.3% | +13.7% | +9.2% |
| 30D | -15.3% | -12.7% | -2.6% | -12.3% |
| 3M | -21.1% | -24.7% | +3.7% | -15.4% |
| 6M | -44.5% | -44.6% | +0.1% | -36.3% |
| YTD | +19.2% | -33.3% | +52.5% | +26.5% |
| 1Y | +27.2% | -8.6% | +35.8% | +24.0% |
| 3Y | -20.1% | +108.2% | -128.3% | -39.0% |
| 5Y | -25.6% | +79.1% | -104.7% | -49.2% |
| All | -10.3% | +86.5% | -96.8% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling