+39.4%
GM vs PSLV
+7.9%
+31.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.0% | -1.4% | +4.1% |
| 7D | +12.1% | -2.6% | +14.7% | +12.2% |
| 30D | +15.2% | -14.2% | +29.4% | +16.5% |
| 3M | +4.9% | -12.2% | +17.1% | +5.8% |
| 6M | +22.6% | -28.1% | +50.7% | +24.9% |
| YTD | +14.4% | -28.2% | +42.6% | +17.3% |
| 1Y | +39.4% | +9.1% | +30.3% | +32.9% |
| All | +39.4% | +7.9% | +31.5% | +32.9% |
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