+169.4%
GSK vs PSLV
+108.9%
+60.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.6% |
| 7D | -5.4% | -4.9% | -0.5% | -5.0% |
| 30D | -4.6% | -1.9% | -2.7% | -4.5% |
| 3M | -5.1% | +4.2% | -9.3% | -5.6% |
| 6M | -11.4% | -27.6% | +16.2% | -9.5% |
| YTD | +0.7% | -11.7% | +12.4% | -0.1% |
| 1Y | +23.0% | +49.3% | -26.3% | +15.9% |
| 3Y | +48.0% | +167.1% | -119.2% | +30.7% |
| 5Y | +48.2% | +151.7% | -103.5% | +30.8% |
| 10Y | +80.0% | +187.0% | -106.9% | +53.7% |
| All | +169.4% | +108.9% | +60.5% | +116.3% |
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