+206.1%
GLD vs SLV
+172.6%
+33.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | -4.6% | -5.8% | +1.3% | -2.3% |
| 30D | -5.5% | -12.1% | +6.7% | -0.5% |
| 3M | -10.9% | -24.1% | +13.2% | -0.8% |
| 6M | -17.4% | -44.4% | +27.0% | +3.1% |
| YTD | -10.3% | -31.5% | +21.2% | -0.8% |
| 1Y | -7.2% | -6.9% | -0.2% | -10.0% |
| 3Y | +96.9% | +116.0% | -19.1% | +34.0% |
| 5Y | +103.8% | +88.4% | +15.3% | +44.1% |
| All | +206.1% | +172.6% | +33.6% | +74.2% |
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