+1,232.5%
GLW vs PSLV
+115.4%
+1,117.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.3% | +7.7% |
| 7D | +14.0% | +2.7% | +11.3% | +13.5% |
| 30D | +0.4% | +3.5% | -3.1% | -0.3% |
| 3M | -11.3% | +0.3% | -11.6% | -11.5% |
| 6M | +35.1% | -21.0% | +56.1% | +39.9% |
| YTD | +90.5% | -8.9% | +99.5% | +90.3% |
| 1Y | +132.0% | +54.0% | +78.1% | +115.3% |
| 3Y | +463.3% | +175.4% | +287.9% | +382.4% |
| 5Y | +382.5% | +157.7% | +224.8% | +312.9% |
| 10Y | +837.6% | +184.9% | +652.7% | +675.3% |
| All | +1,232.5% | +115.4% | +1,117.1% | +983.2% |
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