-26.9%
GPN vs PSLV
+165.9%
-192.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -4.3% | -3.5% | -0.9% | -4.2% |
| 30D | 0.0% | -2.1% | +2.2% | +0.1% |
| 3M | +35.8% | -1.6% | +37.5% | +35.9% |
| 6M | +22.0% | -25.5% | +47.5% | +23.4% |
| YTD | +15.2% | -11.4% | +26.6% | +14.4% |
| 1Y | +3.5% | +48.6% | -45.1% | +0.1% |
| 3Y | -26.9% | +166.9% | -193.8% | -32.0% |
| All | -26.9% | +165.9% | -192.8% | -32.0% |
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