+371.6%
GH vs PSLV
+165.9%
+205.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.5% | -3.5% | +1.0% | -1.9% |
| 30D | -4.7% | -2.1% | -2.5% | -4.4% |
| 3M | +20.2% | -1.6% | +21.9% | +20.2% |
| 6M | +78.8% | -25.5% | +104.3% | +86.7% |
| YTD | +54.1% | -11.4% | +65.5% | +44.9% |
| 1Y | +177.1% | +48.6% | +128.5% | +116.1% |
| 3Y | +371.6% | +166.9% | +204.7% | +187.5% |
| All | +371.6% | +165.9% | +205.8% | +187.5% |
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 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