+228.9%
GDX vs SLV
+163.9%
+65.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.3% |
| 7D | -0.4% | -0.3% | -0.1% | -0.1% |
| 30D | +18.6% | +6.7% | +11.9% | +13.2% |
| 3M | +14.9% | -10.7% | +25.6% | +25.9% |
| 6M | -6.3% | -20.6% | +14.3% | +12.0% |
| YTD | +15.7% | -7.1% | +22.9% | +8.7% |
| 1Y | +54.8% | +62.0% | -7.1% | -15.0% |
| 3Y | +253.4% | +169.8% | +83.6% | +16.3% |
| All | +228.9% | +163.9% | +65.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling