+122.6%
SLV vs GGLL
+151.4%
-28.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.2% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -15.4% | -36.3% | +20.9% | -10.4% |
| 3M | -16.3% | -42.7% | +26.4% | -10.3% |
| 6M | -28.8% | -53.1% | +24.3% | -22.1% |
| YTD | -27.1% | -32.1% | +4.9% | -24.9% |
| 1Y | +7.5% | -20.1% | +27.6% | +8.3% |
| All | +122.6% | +151.4% | -28.8% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling