+205.0%
GLD vs SLV
+170.8%
+34.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +4.7% | +5.1% | -0.4% | +2.7% |
| 30D | -0.9% | -12.9% | +12.0% | +4.5% |
| 3M | -4.4% | -16.1% | +11.7% | +2.2% |
| 6M | -13.6% | -33.2% | +19.6% | +0.3% |
| YTD | -6.0% | -27.2% | +21.2% | +1.5% |
| 1Y | +1.8% | +7.6% | -5.9% | -6.9% |
| 3Y | +103.2% | +122.3% | -19.2% | +36.7% |
| 5Y | +119.3% | +109.7% | +9.6% | +48.8% |
| All | +205.0% | +170.8% | +34.2% | +74.3% |
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