+217.5%
GGLL vs PSLV
+155.1%
+62.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +4.5% |
| 7D | +11.5% | -4.3% | +15.8% | +12.9% |
| 30D | -31.2% | -16.6% | -14.6% | -27.4% |
| 3M | -28.7% | -24.6% | -4.1% | -23.0% |
| 6M | -47.2% | -42.5% | -4.6% | -38.8% |
| YTD | -24.3% | -31.7% | +7.5% | -22.2% |
| 1Y | -12.0% | -8.7% | -3.3% | -20.6% |
| 3Y | +169.6% | +113.6% | +56.0% | +76.7% |
| All | +217.5% | +155.1% | +62.3% | +76.4% |
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 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