+24.3%
GME vs PSLV
+165.9%
-141.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | +10.4% | -3.5% | +13.8% | +11.0% |
| 30D | +14.1% | -2.1% | +16.2% | +14.4% |
| 3M | -4.6% | -1.6% | -3.0% | -4.7% |
| 6M | -13.5% | -25.5% | +12.0% | -10.1% |
| YTD | +5.3% | -11.4% | +16.7% | -2.4% |
| 1Y | -14.9% | +48.6% | -63.5% | -37.0% |
| 3Y | +24.3% | +166.9% | -142.6% | -27.3% |
| All | +24.3% | +165.9% | -141.6% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling