+472.3%
GLD vs SLV
+263.3%
+209.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +4.7% | +5.1% | -0.4% | +2.4% |
| 30D | -0.9% | -12.9% | +12.0% | +5.1% |
| 3M | -4.4% | -16.1% | +11.7% | +2.9% |
| 6M | -13.6% | -33.2% | +19.6% | +2.0% |
| YTD | -6.0% | -27.2% | +21.2% | +2.0% |
| 1Y | +1.8% | +7.6% | -5.9% | -8.3% |
| 3Y | +103.2% | +122.3% | -19.2% | +29.2% |
| 5Y | +119.3% | +109.7% | +9.6% | +40.4% |
| 10Y | +199.5% | +168.4% | +31.0% | +61.0% |
| All | +472.3% | +263.3% | +209.0% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling