-14.3%
GME vs PSLV
+57.1%
-71.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +7.2% | -0.6% | +7.9% | +7.2% |
| 30D | +0.8% | +7.3% | -6.5% | +0.5% |
| 3M | -14.0% | -7.4% | -6.5% | -13.7% |
| 6M | -19.7% | -20.3% | +0.5% | -19.5% |
| YTD | -4.6% | -8.2% | +3.7% | -10.1% |
| 1Y | -14.3% | +57.9% | -72.3% | -29.6% |
| All | -14.3% | +57.1% | -71.5% | -29.6% |
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 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