+669.0%
GRMN vs PSLV
+190.6%
+478.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +4.0% | +4.2% |
| 7D | +2.4% | -3.5% | +5.9% | +3.0% |
| 30D | -8.5% | -2.1% | -6.3% | -8.2% |
| 3M | +19.5% | -1.6% | +21.1% | +19.4% |
| 6M | +21.2% | -25.5% | +46.7% | +25.9% |
| YTD | +41.0% | -11.4% | +52.5% | +39.5% |
| 1Y | +19.6% | +48.6% | -29.0% | +7.3% |
| 3Y | +183.8% | +166.9% | +16.9% | +125.6% |
| 5Y | +83.0% | +152.4% | -69.4% | +44.8% |
| All | +669.0% | +190.6% | +478.4% | +451.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling