+767.4%
GOOG vs SLV
+220.9%
+546.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.4% |
| 7D | -2.5% | -5.0% | +2.5% | -1.7% |
| 30D | -3.6% | -1.8% | -1.8% | -3.5% |
| 3M | -6.4% | -0.3% | -6.2% | -6.7% |
| 6M | +7.8% | -28.2% | +36.0% | +12.7% |
| YTD | +5.5% | -10.7% | +16.2% | +3.2% |
| 1Y | +38.3% | +53.7% | -15.4% | +20.5% |
| 3Y | +143.1% | +173.7% | -30.6% | +87.5% |
| 5Y | +135.0% | +161.5% | -26.5% | +79.8% |
| All | +767.4% | +220.9% | +546.5% | +506.0% |
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