+84.4%
GRMN vs PSLV
+154.2%
-69.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +4.0% | +4.2% |
| 7D | +2.4% | -3.5% | +5.9% | +2.9% |
| 30D | -8.5% | -2.1% | -6.3% | -8.3% |
| 3M | +19.5% | -1.6% | +21.1% | +19.5% |
| 6M | +21.2% | -25.5% | +46.7% | +25.3% |
| YTD | +41.0% | -11.4% | +52.5% | +39.7% |
| 1Y | +19.6% | +48.6% | -29.0% | +8.6% |
| 3Y | +183.8% | +166.9% | +16.9% | +130.6% |
| All | +84.4% | +154.2% | -69.8% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling