+225.5%
GWW vs PSLV
+154.2%
+71.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -3.4% | -3.5% | +0.1% | -3.2% |
| 30D | -1.9% | -2.1% | +0.2% | -1.8% |
| 3M | -2.4% | -1.6% | -0.8% | -2.4% |
| 6M | +15.7% | -25.5% | +41.2% | +17.1% |
| YTD | +27.6% | -11.4% | +39.0% | +27.9% |
| 1Y | +27.2% | +48.6% | -21.4% | +25.5% |
| 3Y | +89.7% | +166.9% | -77.2% | +80.4% |
| All | +225.5% | +154.2% | +71.2% | +199.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling