+40.6%
GLW vs PSLV
+7.9%
+32.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.0% | -11.8% | -7.8% |
| 7D | -9.5% | -2.6% | -6.8% | -8.8% |
| 30D | -25.5% | -14.2% | -11.3% | -21.6% |
| 3M | -25.6% | -12.2% | -13.3% | -22.2% |
| 6M | -25.5% | -28.1% | +2.6% | -17.2% |
| YTD | +36.4% | -28.2% | +64.6% | +39.0% |
| 1Y | +40.6% | +9.1% | +31.5% | +12.4% |
| All | +40.6% | +7.9% | +32.7% | +12.4% |
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