+554.2%
GLW vs SLV
+178.7%
+375.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | 0.0% |
| 7D | +15.5% | -3.9% | +19.4% | +16.7% |
| 30D | -19.6% | -15.6% | -3.9% | -16.2% |
| 3M | -28.5% | -23.6% | -4.9% | -23.8% |
| 6M | -39.5% | -42.6% | +3.0% | -31.6% |
| YTD | +37.2% | -30.0% | +67.2% | +45.7% |
| 1Y | +35.4% | -6.6% | +42.0% | +36.2% |
| 3Y | +359.7% | +121.8% | +237.9% | +295.0% |
| 5Y | +244.0% | +92.7% | +151.4% | +197.5% |
| All | +554.2% | +178.7% | +375.5% | +404.5% |
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 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