+67.0%
GIS vs PSLV
+108.9%
-41.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.3% | -2.9% |
| 7D | -8.4% | -4.9% | -3.5% | -8.3% |
| 30D | -5.2% | -1.9% | -3.3% | -5.2% |
| 3M | +8.2% | +4.2% | +4.0% | +8.0% |
| 6M | -12.0% | -27.6% | +15.6% | -11.4% |
| YTD | -18.9% | -11.7% | -7.2% | -19.2% |
| 1Y | -23.6% | +49.3% | -72.9% | -25.4% |
| 3Y | -37.6% | +167.1% | -204.7% | -40.8% |
| 5Y | -25.2% | +151.7% | -176.9% | -29.1% |
| 10Y | -19.3% | +187.0% | -206.3% | -24.5% |
| All | +67.0% | +108.9% | -41.9% | +46.6% |
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