-23.5%
GFS vs PSLV
+84.6%
-108.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.4% |
| 7D | +17.2% | -4.3% | +21.5% | +18.5% |
| 30D | -8.7% | -16.6% | +7.9% | -4.5% |
| 3M | -19.7% | -24.6% | +4.9% | -13.8% |
| 6M | -40.7% | -42.5% | +1.9% | -32.5% |
| YTD | +22.5% | -31.7% | +54.2% | +29.2% |
| 1Y | +25.2% | -8.7% | +33.9% | +21.7% |
| 3Y | -17.7% | +113.6% | -131.3% | -38.3% |
| 5Y | -23.5% | +83.3% | -106.9% | -42.0% |
| All | -23.5% | +84.6% | -108.1% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling