+20.1%
GSK vs PSLV
+49.9%
-29.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -3.5% | -3.5% | -0.1% | -3.4% |
| 30D | -3.4% | -2.1% | -1.3% | -3.4% |
| 3M | -8.1% | -1.6% | -6.5% | -8.2% |
| 6M | -11.1% | -25.5% | +14.4% | -10.8% |
| YTD | +0.7% | -11.4% | +12.2% | -1.1% |
| 1Y | +20.1% | +48.6% | -28.4% | +13.0% |
| All | +20.1% | +49.9% | -29.7% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling