+242.7%
GGLL vs PSLV
+175.1%
+67.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +1.9% | +2.7% | -0.8% | +1.2% |
| 30D | -9.7% | +3.5% | -13.2% | -10.7% |
| 3M | -18.0% | +0.3% | -18.3% | -18.4% |
| 6M | +15.3% | -21.0% | +36.3% | +21.1% |
| YTD | +2.2% | -8.9% | +11.1% | -3.6% |
| 1Y | +73.1% | +54.0% | +19.1% | +28.2% |
| 3Y | +242.7% | +175.4% | +67.2% | +117.3% |
| All | +242.7% | +175.1% | +67.6% | +117.3% |
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