+228.7%
GE vs SLV
+363.7%
-135.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -11.6% | +6.7% | -18.3% | -12.2% |
| 3M | +3.0% | -10.7% | +13.7% | +3.9% |
| 6M | -0.5% | -20.6% | +20.1% | +1.4% |
| YTD | +9.7% | -7.1% | +16.9% | +8.4% |
| 1Y | +20.0% | +62.0% | -41.9% | +11.3% |
| 3Y | +275.8% | +169.8% | +106.0% | +227.9% |
| 5Y | +429.1% | +161.5% | +267.6% | +359.6% |
| 10Y | +151.2% | +224.4% | -73.2% | +109.3% |
| All | +228.7% | +363.7% | -135.1% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling