+168.0%
GLD vs PSLV
+57.8%
+110.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +1.1% |
| 7D | -4.6% | -6.3% | +1.7% | -2.1% |
| 30D | -5.5% | -12.7% | +7.2% | -0.3% |
| 3M | -10.9% | -24.7% | +13.8% | -0.5% |
| 6M | -17.4% | -44.6% | +27.2% | +3.4% |
| YTD | -10.3% | -33.3% | +23.0% | +0.4% |
| 1Y | -7.2% | -8.6% | +1.4% | -9.2% |
| 3Y | +96.9% | +108.2% | -11.3% | +35.9% |
| 5Y | +103.8% | +79.1% | +24.6% | +47.2% |
| 10Y | +203.5% | +137.7% | +65.9% | +87.5% |
| All | +168.0% | +57.8% | +110.2% | +68.8% |
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