+159.7%
GILD vs PSLV
+190.6%
-30.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -4.8% | -3.5% | -1.4% | -4.6% |
| 30D | +5.8% | -2.1% | +7.9% | +5.9% |
| 3M | +14.9% | -1.6% | +16.6% | +14.9% |
| 6M | -0.4% | -25.5% | +25.1% | +1.1% |
| YTD | +18.5% | -11.4% | +29.9% | +17.9% |
| 1Y | +25.1% | +48.6% | -23.5% | +19.7% |
| 3Y | +105.9% | +166.9% | -61.0% | +86.5% |
| 5Y | +143.0% | +152.4% | -9.4% | +119.5% |
| All | +159.7% | +190.6% | -30.8% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling