+165.4%
SLV vs GGLL
+217.5%
-52.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.8% |
| 7D | -3.9% | +11.5% | -15.4% | -5.3% |
| 30D | -15.6% | -31.2% | +15.6% | -11.9% |
| 3M | -23.6% | -28.7% | +5.1% | -20.7% |
| 6M | -42.6% | -47.2% | +4.6% | -38.4% |
| YTD | -30.0% | -24.3% | -5.7% | -29.0% |
| 1Y | -6.6% | -12.0% | +5.4% | -7.1% |
| 3Y | +121.8% | +169.6% | -47.8% | +90.3% |
| All | +165.4% | +217.5% | -52.1% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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