+326.3%
GDX vs SLV
+172.6%
+153.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +1.5% |
| 7D | -6.8% | -5.8% | -1.0% | -2.1% |
| 30D | -2.1% | -12.1% | +10.0% | +9.0% |
| 3M | -7.5% | -24.1% | +16.6% | +16.1% |
| 6M | -15.2% | -44.4% | +29.2% | +36.4% |
| YTD | -4.8% | -31.5% | +26.7% | +16.5% |
| 1Y | +6.7% | -6.9% | +13.7% | -2.2% |
| 3Y | +212.7% | +116.0% | +96.7% | +34.4% |
| 5Y | +151.7% | +88.4% | +63.2% | +22.4% |
| All | +326.3% | +172.6% | +153.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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