+361.9%
GPC vs PSLV
+117.0%
+244.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.2% | -0.6% | +1.8% | +1.2% |
| 30D | +6.0% | +7.3% | -1.3% | +5.4% |
| 3M | +42.6% | -7.4% | +50.0% | +43.1% |
| 6M | +22.8% | -20.3% | +43.0% | +24.1% |
| YTD | +15.5% | -8.2% | +23.7% | +14.8% |
| 1Y | +2.0% | +57.9% | -55.9% | -2.2% |
| 3Y | -1.4% | +162.1% | -163.5% | -9.4% |
| 5Y | +30.6% | +151.2% | -120.6% | +19.7% |
| 10Y | +80.6% | +191.7% | -111.1% | +60.8% |
| All | +361.9% | +117.0% | +244.9% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling