-54.5%
GTLB vs PSLV
+155.4%
-209.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.3% | +7.4% | +3.1% |
| 7D | -4.1% | -4.9% | +0.8% | -3.2% |
| 30D | +12.3% | -1.9% | +14.2% | +12.5% |
| 3M | +65.9% | +4.2% | +61.7% | +63.9% |
| 6M | +104.0% | -27.6% | +131.6% | +114.6% |
| YTD | +26.0% | -11.7% | +37.7% | +17.8% |
| 1Y | -3.5% | +49.3% | -52.8% | -28.0% |
| 3Y | -9.6% | +167.1% | -176.8% | -49.2% |
| All | -54.5% | +155.4% | -209.9% | -74.4% |
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