+0.2%
GPC vs PSLV
+110.4%
-110.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | +0.4% | -6.3% | +6.7% | +0.7% |
| 30D | -6.3% | -12.7% | +6.4% | -5.8% |
| 3M | -8.2% | -24.7% | +16.6% | -7.1% |
| 6M | +27.1% | -44.6% | +71.7% | +30.1% |
| YTD | +3.1% | -33.3% | +36.4% | +4.9% |
| 1Y | +0.1% | -8.6% | +8.6% | +2.1% |
| 3Y | +0.2% | +108.2% | -108.0% | -0.5% |
| All | +0.2% | +110.4% | -110.2% | -0.5% |
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