+25.1%
GILD vs PSLV
+49.9%
-24.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -4.8% | -3.5% | -1.4% | -4.7% |
| 30D | +5.8% | -2.1% | +7.9% | +5.8% |
| 3M | +14.9% | -1.6% | +16.6% | +15.1% |
| 6M | -0.4% | -25.5% | +25.1% | +0.4% |
| YTD | +18.5% | -11.4% | +29.9% | +20.1% |
| 1Y | +25.1% | +48.6% | -23.5% | +34.7% |
| All | +25.1% | +49.9% | -24.7% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling