+837.6%
GLW vs SLV
+216.1%
+621.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.3% | +7.7% |
| 7D | +14.0% | +2.5% | +11.5% | +13.3% |
| 30D | +0.4% | +3.3% | -2.9% | -0.5% |
| 3M | -11.3% | -3.6% | -7.8% | -10.8% |
| 6M | +35.1% | -21.8% | +56.9% | +41.6% |
| YTD | +90.5% | -7.8% | +98.4% | +89.5% |
| 1Y | +132.0% | +58.3% | +73.7% | +109.2% |
| 3Y | +463.3% | +182.6% | +280.7% | +357.4% |
| 5Y | +382.5% | +167.8% | +214.7% | +289.0% |
| 10Y | +837.6% | +218.9% | +618.8% | +601.7% |
| All | +837.6% | +216.1% | +621.5% | +601.7% |
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