+486.5%
GLW vs SLV
+263.3%
+223.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -13.9% | +5.1% | -19.0% | -14.8% |
| 30D | -35.0% | -12.9% | -22.1% | -33.3% |
| 3M | -32.4% | -16.1% | -16.3% | -30.0% |
| 6M | -41.3% | -33.2% | -8.2% | -36.7% |
| YTD | +21.8% | -27.2% | +49.1% | +27.2% |
| 1Y | +21.8% | +7.6% | +14.2% | +19.2% |
| 3Y | +307.7% | +122.3% | +185.3% | +252.5% |
| 5Y | +213.7% | +109.7% | +104.0% | +170.8% |
| 10Y | +509.3% | +168.4% | +340.8% | +393.9% |
| All | +486.5% | +263.3% | +223.2% | +285.7% |
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 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