+251.9%
SLV vs GGLL
+328.7%
-76.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | -0.3% | -4.8% | +4.4% | +0.3% |
| 30D | +6.7% | -13.7% | +20.4% | +8.6% |
| 3M | -10.7% | -21.9% | +11.2% | -8.4% |
| 6M | -20.6% | +11.7% | -32.3% | -22.6% |
| YTD | -7.1% | +2.3% | -9.4% | -8.8% |
| 1Y | +62.0% | +76.2% | -14.2% | +48.8% |
| 3Y | +169.8% | +245.0% | -75.2% | +124.6% |
| All | +251.9% | +328.7% | -76.8% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling