-2.4%
GFS vs PSLV
+156.5%
-158.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -8.6% | +7.3% | -15.9% | -10.3% |
| 3M | -46.5% | -7.4% | -39.1% | -45.7% |
| 6M | -4.8% | -20.3% | +15.5% | -0.6% |
| YTD | +29.7% | -8.2% | +37.9% | +27.2% |
| 1Y | +35.8% | +57.9% | -22.1% | +15.0% |
| 3Y | -18.3% | +162.1% | -180.4% | -40.8% |
| All | -2.4% | +156.5% | -158.9% | -36.5% |
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