+383.7%
GPN vs PSLV
+109.5%
+274.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.6% | -3.5% | -1.1% | -4.3% |
| 30D | -0.3% | -2.1% | +1.9% | -0.2% |
| 3M | +35.4% | -1.6% | +37.1% | +35.3% |
| 6M | +21.7% | -25.5% | +47.2% | +24.6% |
| YTD | +14.9% | -11.4% | +26.3% | +13.9% |
| 1Y | +3.2% | +48.6% | -45.4% | -3.8% |
| 3Y | -27.1% | +166.9% | -194.0% | -37.2% |
| 5Y | -44.4% | +152.4% | -196.8% | -52.1% |
| 10Y | +27.0% | +187.8% | -160.8% | +4.7% |
| All | +383.7% | +109.5% | +274.2% | +284.1% |
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 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