-10.9%
GTLB vs PSLV
+165.9%
-176.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -5.7% | -3.5% | -2.2% | -5.4% |
| 30D | +15.1% | -2.1% | +17.3% | +15.3% |
| 3M | +65.5% | -1.6% | +67.1% | +65.4% |
| 6M | +102.9% | -25.5% | +128.4% | +108.1% |
| YTD | +25.2% | -11.4% | +36.6% | +18.5% |
| 1Y | -5.5% | +48.6% | -54.1% | -24.4% |
| 3Y | -10.9% | +166.9% | -177.8% | -40.2% |
| All | -10.9% | +165.9% | -176.7% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling