+1.3%
GPC vs PSLV
+57.1%
-55.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.4% | -0.6% | +1.1% | +0.4% |
| 30D | +5.1% | +7.3% | -2.1% | +4.6% |
| 3M | +41.5% | -7.4% | +48.9% | +42.0% |
| 6M | +21.8% | -20.3% | +42.1% | +22.8% |
| YTD | +14.6% | -8.2% | +22.8% | +14.7% |
| 1Y | +1.3% | +57.9% | -56.7% | +5.1% |
| All | +1.3% | +57.1% | -55.9% | +5.1% |
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