+141.1%
GS vs PSLV
+97.7%
+43.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | +5.1% | -8.3% | -4.0% |
| 30D | -2.4% | -13.3% | +10.9% | -0.2% |
| 3M | -15.7% | -16.5% | +0.8% | -13.4% |
| 6M | -6.8% | -32.8% | +26.0% | -1.5% |
| YTD | -0.1% | -28.8% | +28.7% | +1.3% |
| 1Y | +12.1% | +5.8% | +6.3% | +5.9% |
| 3Y | +185.8% | +114.8% | +71.0% | +138.0% |
| All | +141.1% | +97.7% | +43.5% | +89.5% |
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