+211.8%
GLD vs SLV
+166.7%
+45.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.0% | -1.1% | -0.9% | -1.5% |
| 30D | -4.4% | -14.2% | +9.7% | +1.4% |
| 3M | -8.9% | -20.3% | +11.4% | -0.6% |
| 6M | -16.0% | -40.2% | +24.2% | +2.0% |
| YTD | -7.9% | -27.6% | +19.7% | -0.3% |
| 1Y | -3.9% | +0.4% | -4.3% | -9.6% |
| 3Y | +103.4% | +129.4% | -25.9% | +35.2% |
| 5Y | +109.7% | +99.8% | +9.9% | +44.9% |
| 10Y | +211.8% | +183.2% | +28.6% | +75.8% |
| All | +211.8% | +166.7% | +45.1% | +75.8% |
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