+151.5%
GE vs SLV
+216.1%
-64.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +1.2% | +2.5% | -1.3% | +0.9% |
| 30D | -9.5% | +3.3% | -12.8% | -9.9% |
| 3M | +4.1% | -3.6% | +7.7% | +4.3% |
| 6M | +3.9% | -21.8% | +25.8% | +6.3% |
| YTD | +9.0% | -7.8% | +16.9% | +6.8% |
| 1Y | +21.9% | +58.3% | -36.3% | +10.2% |
| 3Y | +281.8% | +182.6% | +99.2% | +214.0% |
| 5Y | +436.7% | +167.8% | +268.9% | +338.7% |
| 10Y | +151.5% | +218.9% | -67.3% | +86.5% |
| All | +151.5% | +216.1% | -64.6% | +86.5% |
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