+524.9%
GLD vs SLV
+363.7%
+161.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +4.4% | +6.7% | -2.3% | +1.4% |
| 3M | -1.1% | -10.7% | +9.6% | +3.5% |
| 6M | -13.8% | -20.6% | +6.8% | -5.9% |
| YTD | +2.6% | -7.1% | +9.8% | +0.4% |
| 1Y | +24.5% | +62.0% | -37.5% | -6.2% |
| 3Y | +125.8% | +169.8% | -44.0% | +32.2% |
| 5Y | +137.8% | +161.5% | -23.7% | +38.4% |
| 10Y | +221.4% | +224.4% | -3.0% | +59.6% |
| All | +524.9% | +363.7% | +161.2% | +121.8% |
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 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