+1,269.7%
GRMN vs PSLV
+108.9%
+1,160.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.6% |
| 7D | -1.8% | -4.9% | +3.1% | -1.3% |
| 30D | -12.1% | -1.9% | -10.2% | -12.0% |
| 3M | +18.0% | +4.2% | +13.8% | +17.1% |
| 6M | +13.7% | -27.6% | +41.3% | +17.3% |
| YTD | +35.3% | -11.7% | +47.0% | +34.8% |
| 1Y | +17.2% | +49.3% | -32.1% | +9.6% |
| 3Y | +179.6% | +167.1% | +12.5% | +143.1% |
| 5Y | +75.6% | +151.7% | -76.1% | +52.4% |
| 10Y | +644.2% | +187.0% | +457.2% | +527.1% |
| All | +1,269.7% | +108.9% | +1,160.8% | +1,042.1% |
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