+702.3%
GOOG vs SLV
+172.6%
+529.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | +3.0% | -5.8% | +8.9% | +4.0% |
| 30D | -14.9% | -12.1% | -2.8% | -13.1% |
| 3M | -14.9% | -24.1% | +9.2% | -11.3% |
| 6M | -26.6% | -44.4% | +17.8% | -19.8% |
| YTD | -6.6% | -31.5% | +24.9% | -4.8% |
| 1Y | +5.1% | -6.9% | +12.0% | +0.3% |
| 3Y | +121.0% | +116.0% | +5.0% | +76.7% |
| 5Y | +97.3% | +88.4% | +8.9% | +59.0% |
| All | +702.3% | +172.6% | +529.8% | +475.4% |
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