+348.4%
GPC vs PSLV
+115.4%
+233.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.9% |
| 7D | +0.2% | +2.7% | -2.5% | 0.0% |
| 30D | -0.4% | +3.5% | -3.8% | -0.7% |
| 3M | +39.2% | +0.3% | +38.9% | +38.9% |
| 6M | +18.2% | -21.0% | +39.2% | +19.6% |
| YTD | +12.1% | -8.9% | +21.0% | +11.5% |
| 1Y | -0.7% | +54.0% | -54.6% | -4.6% |
| 3Y | -1.7% | +175.4% | -177.1% | -9.9% |
| 5Y | +29.3% | +157.7% | -128.4% | +18.3% |
| 10Y | +80.7% | +184.9% | -104.3% | +61.0% |
| All | +348.4% | +115.4% | +233.0% | +274.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling