+410.2%
GLW vs SLV
+174.2%
+236.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.0% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | -1.3% | +6.7% | -8.0% | -3.2% |
| 3M | -21.8% | -10.7% | -11.1% | -19.7% |
| 6M | +6.9% | -20.6% | +27.5% | +12.3% |
| YTD | +77.2% | -7.1% | +84.3% | +74.2% |
| 1Y | +123.2% | +62.0% | +61.3% | +95.1% |
| All | +410.2% | +174.2% | +236.1% | +303.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling