+309.0%
GGLL vs PSLV
+248.5%
+60.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -5.2% |
| 7D | -3.9% | +3.3% | -7.2% | -4.8% |
| 30D | -15.4% | +2.1% | -17.5% | -16.0% |
| 3M | -21.9% | +7.1% | -29.0% | -23.7% |
| 6M | +4.5% | -21.6% | +26.1% | +10.3% |
| YTD | -2.4% | -6.7% | +4.3% | -8.1% |
| 1Y | +57.8% | +59.3% | -1.5% | +17.6% |
| 3Y | +227.2% | +182.1% | +45.1% | +98.5% |
| All | +309.0% | +248.5% | +60.5% | +108.4% |
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