+438.8%
GS vs PSLV
+142.8%
+296.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +5.9% | -6.3% | +12.2% | +6.9% |
| 30D | +4.3% | -12.7% | +17.0% | +6.5% |
| 3M | -11.7% | -24.7% | +13.1% | -7.8% |
| 6M | -3.2% | -44.6% | +41.4% | +5.1% |
| YTD | +5.8% | -33.3% | +39.1% | +9.0% |
| 1Y | +16.0% | -8.6% | +24.6% | +13.5% |
| 3Y | +199.8% | +108.2% | +91.6% | +157.0% |
| 5Y | +155.5% | +79.1% | +76.4% | +120.5% |
| All | +438.8% | +142.8% | +296.1% | +301.9% |
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