+656.7%
GS vs PSLV
+61.5%
+595.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.0% | -1.0% |
| 7D | +5.1% | -4.3% | +9.4% | +5.7% |
| 30D | +2.4% | -16.6% | +19.1% | +4.5% |
| 3M | -11.5% | -24.6% | +13.1% | -8.8% |
| 6M | -2.5% | -42.5% | +40.0% | +3.0% |
| YTD | +5.5% | -31.7% | +37.2% | +7.9% |
| 1Y | +11.0% | -8.7% | +19.7% | +10.3% |
| 3Y | +200.1% | +113.6% | +86.4% | +174.4% |
| 5Y | +154.7% | +83.3% | +71.4% | +134.1% |
| 10Y | +450.9% | +143.2% | +307.7% | +386.8% |
| All | +656.7% | +61.5% | +595.2% | +541.9% |
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 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