+476.9%
GLD vs SLV
+263.8%
+213.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.9% | -0.7% | +2.6% | +2.2% |
| 30D | -1.8% | -15.4% | +13.6% | +5.5% |
| 3M | -3.6% | -16.3% | +12.7% | +3.9% |
| 6M | -10.2% | -28.8% | +18.6% | +2.9% |
| YTD | -5.3% | -27.1% | +21.9% | +2.8% |
| 1Y | +2.5% | +7.5% | -5.1% | -7.6% |
| 3Y | +103.2% | +121.2% | -18.0% | +29.5% |
| 5Y | +121.1% | +110.0% | +11.1% | +41.4% |
| 10Y | +201.9% | +168.8% | +33.1% | +62.2% |
| All | +476.9% | +263.8% | +213.1% | +127.1% |
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