+217.1%
GLD vs SLV
+215.2%
+1.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +4.4% | +6.7% | -2.3% | +1.7% |
| 3M | -1.1% | -10.7% | +9.6% | +3.0% |
| 6M | -13.8% | -20.6% | +6.8% | -6.8% |
| YTD | +2.6% | -7.1% | +9.8% | +0.9% |
| 1Y | +24.5% | +62.0% | -37.5% | -3.1% |
| 3Y | +125.8% | +169.8% | -44.0% | +40.8% |
| 5Y | +137.8% | +161.5% | -23.7% | +47.8% |
| All | +217.1% | +215.2% | +1.9% | +71.4% |
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