-22.1%
GFS vs PSLV
+175.1%
-197.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | +2.6% | +2.7% | 0.0% | +2.0% |
| 30D | -16.4% | +3.5% | -19.8% | -17.1% |
| 3M | -41.6% | +0.3% | -41.9% | -41.9% |
| 6M | -3.7% | -21.0% | +17.3% | +0.2% |
| YTD | +29.3% | -8.9% | +38.2% | +27.7% |
| 1Y | +37.1% | +54.0% | -16.8% | +20.8% |
| 3Y | -22.1% | +175.4% | -197.6% | -38.1% |
| All | -22.1% | +175.1% | -197.2% | -38.1% |
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