+643.2%
GEV vs SLV
+165.8%
+477.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +8.1% | +2.5% | +5.6% | +7.6% |
| 30D | -1.9% | +3.3% | -5.2% | -2.5% |
| 3M | +4.1% | -3.6% | +7.7% | +4.4% |
| 6M | +23.2% | -21.8% | +45.0% | +27.2% |
| YTD | +48.9% | -7.8% | +56.7% | +43.1% |
| 1Y | +62.2% | +58.3% | +3.9% | +34.1% |
| All | +643.2% | +165.8% | +477.4% | +462.5% |
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 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