+174.4%
SLV vs GGLL
+206.6%
-32.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.2% |
| 7D | -1.1% | +2.9% | -4.0% | -1.5% |
| 30D | -14.2% | -33.1% | +19.0% | -10.0% |
| 3M | -20.3% | -31.2% | +10.9% | -16.9% |
| 6M | -40.2% | -49.4% | +9.2% | -35.5% |
| YTD | -27.6% | -26.8% | -0.7% | -26.2% |
| 1Y | +0.4% | -17.7% | +18.1% | +0.7% |
| 3Y | +129.4% | +160.4% | -31.1% | +97.7% |
| All | +174.4% | +206.6% | -32.2% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling