+650.5%
GS vs PSLV
+194.1%
+456.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.2% | -1.1% |
| 7D | +2.4% | +3.3% | -0.9% | +1.9% |
| 30D | -0.1% | +2.1% | -2.2% | -0.4% |
| 3M | +0.2% | +7.1% | -7.0% | -1.1% |
| 6M | +24.8% | -21.6% | +46.4% | +28.1% |
| YTD | +18.8% | -6.7% | +25.5% | +16.4% |
| 1Y | +37.3% | +59.3% | -22.0% | +23.7% |
| 3Y | +237.9% | +182.1% | +55.8% | +178.0% |
| 5Y | +187.0% | +162.6% | +24.4% | +135.1% |
| 10Y | +650.5% | +203.0% | +447.5% | +444.7% |
| All | +650.5% | +194.1% | +456.4% | +444.7% |
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