+542.4%
GLW vs SLV
+169.5%
+372.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.5% | +8.6% |
| 7D | -5.9% | +5.6% | -11.5% | -7.1% |
| 30D | -26.0% | -12.1% | -13.9% | -23.7% |
| 3M | -29.9% | -16.3% | -13.6% | -26.9% |
| 6M | -37.8% | -34.1% | -3.7% | -31.7% |
| YTD | +33.1% | -25.3% | +58.4% | +39.2% |
| 1Y | +36.8% | +9.6% | +27.2% | +33.3% |
| 3Y | +356.1% | +132.7% | +223.4% | +288.0% |
| 5Y | +243.8% | +113.7% | +130.1% | +191.7% |
| 10Y | +542.4% | +175.9% | +366.5% | +391.6% |
| All | +542.4% | +169.5% | +372.9% | +391.6% |
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