+188.9%
GS vs PSLV
+153.7%
+35.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +3.4% | +2.7% | +0.7% | +3.0% |
| 30D | +0.2% | +3.5% | -3.3% | -0.4% |
| 3M | -0.3% | +0.3% | -0.6% | -0.7% |
| 6M | +27.4% | -21.0% | +48.4% | +30.5% |
| YTD | +19.6% | -8.9% | +28.6% | +16.8% |
| 1Y | +42.5% | +54.0% | -11.5% | +26.8% |
| 3Y | +240.4% | +175.4% | +65.0% | +174.1% |
| 5Y | +188.9% | +157.7% | +31.2% | +121.7% |
| All | +188.9% | +153.7% | +35.2% | +121.7% |
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 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