+103.2%
GLD vs SLV
+120.9%
-17.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +4.7% | +5.1% | -0.4% | +2.6% |
| 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% | +0.1% |
| YTD | -6.0% | -27.2% | +21.2% | +1.3% |
| 1Y | +1.8% | +7.6% | -5.9% | -8.0% |
| 3Y | +103.2% | +122.3% | -19.2% | +35.5% |
| All | +103.2% | +120.9% | -17.7% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling