+606.9%
GEV vs SLV
+157.4%
+449.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.5% | -1.9% |
| 7D | -1.9% | -5.0% | +3.1% | -1.0% |
| 30D | -8.7% | -1.8% | -6.9% | -8.4% |
| 3M | +6.6% | -0.3% | +6.9% | +6.4% |
| 6M | +10.2% | -28.2% | +38.4% | +15.2% |
| YTD | +41.6% | -10.7% | +52.4% | +36.9% |
| 1Y | +43.9% | +53.7% | -9.8% | +19.5% |
| All | +606.9% | +157.4% | +449.5% | +438.2% |
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