-12.2%
GGLL vs PSLV
+7.9%
-20.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.0% | +0.5% | +5.2% |
| 7D | -23.1% | -2.6% | -20.5% | -22.5% |
| 30D | -32.9% | -14.2% | -18.7% | -30.9% |
| 3M | -44.9% | -12.2% | -32.6% | -43.6% |
| 6M | -49.5% | -28.1% | -21.4% | -46.6% |
| YTD | -28.9% | -28.2% | -0.7% | -24.9% |
| 1Y | -12.2% | +9.1% | -21.3% | -17.2% |
| All | -12.2% | +7.9% | -20.1% | -17.2% |
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 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