+313.5%
GGLL vs PSLV
+230.0%
+83.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.3% | +6.4% | +2.5% |
| 7D | -5.8% | -4.9% | -0.9% | -4.6% |
| 30D | -7.2% | -1.9% | -5.3% | -7.0% |
| 3M | -17.5% | +4.2% | -21.7% | -18.9% |
| 6M | +5.1% | -27.6% | +32.7% | +13.1% |
| YTD | -1.3% | -11.7% | +10.3% | -5.8% |
| 1Y | +60.2% | +49.3% | +10.9% | +21.6% |
| 3Y | +230.8% | +167.1% | +63.7% | +103.5% |
| All | +313.5% | +230.0% | +83.5% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling