+1.3%
GFS vs PSLV
+147.6%
-146.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +3.8% | -3.5% | +7.3% | +4.7% |
| 30D | -11.7% | -2.1% | -9.6% | -11.3% |
| 3M | -41.8% | -1.6% | -40.1% | -41.8% |
| 6M | +6.6% | -25.5% | +32.1% | +13.1% |
| YTD | +34.6% | -11.4% | +46.1% | +33.2% |
| 1Y | +46.2% | +48.6% | -2.4% | +25.6% |
| 3Y | -20.3% | +166.9% | -187.2% | -42.7% |
| All | +1.3% | +147.6% | -146.3% | -33.6% |
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