+206.7%
GLD vs PSLV
+117.0%
+89.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.4% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | +4.4% | +7.3% | -2.9% | +1.5% |
| 3M | -1.1% | -7.4% | +6.3% | +1.6% |
| 6M | -13.8% | -20.3% | +6.5% | -6.9% |
| YTD | +2.6% | -8.2% | +10.9% | +1.4% |
| 1Y | +24.5% | +57.9% | -33.4% | -2.0% |
| 3Y | +125.8% | +162.1% | -36.2% | +42.5% |
| 5Y | +137.8% | +151.2% | -13.4% | +50.3% |
| 10Y | +221.4% | +191.7% | +29.7% | +83.1% |
| All | +206.7% | +117.0% | +89.7% | +70.6% |
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