+514.9%
GEV vs SLV
+97.5%
+417.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | +3.7% | -5.8% | +9.6% | +5.0% |
| 30D | -14.7% | -12.1% | -2.5% | -12.4% |
| 3M | -23.4% | -24.1% | +0.7% | -19.1% |
| 6M | -24.3% | -44.4% | +20.1% | -16.2% |
| YTD | +23.2% | -31.5% | +54.7% | +25.5% |
| 1Y | +44.2% | -6.9% | +51.2% | +35.1% |
| All | +514.9% | +97.5% | +417.3% | +393.4% |
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 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