+617.1%
GS vs PSLV
+68.4%
+548.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | +5.1% | -8.3% | -3.7% |
| 30D | -2.4% | -13.3% | +10.9% | -0.9% |
| 3M | -15.7% | -16.5% | +0.8% | -14.2% |
| 6M | -6.8% | -32.8% | +26.0% | -3.1% |
| YTD | -0.1% | -28.8% | +28.7% | +1.8% |
| 1Y | +12.1% | +5.8% | +6.3% | +9.7% |
| 3Y | +185.8% | +114.8% | +71.0% | +160.9% |
| 5Y | +140.1% | +99.5% | +40.6% | +118.9% |
| 10Y | +505.2% | +138.2% | +367.1% | +433.7% |
| All | +617.1% | +68.4% | +548.7% | +505.5% |
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 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