+24.4%
GH vs PSLV
+154.2%
-129.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.5% | -3.5% | +1.0% | -1.7% |
| 30D | -4.7% | -2.1% | -2.5% | -4.3% |
| 3M | +20.2% | -1.6% | +21.9% | +20.2% |
| 6M | +78.8% | -25.5% | +104.3% | +88.8% |
| YTD | +54.1% | -11.4% | +65.5% | +45.6% |
| 1Y | +177.1% | +48.6% | +128.5% | +115.5% |
| 3Y | +371.6% | +166.9% | +204.7% | +192.5% |
| All | +24.4% | +154.2% | -129.8% | -27.0% |
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