+99.2%
GOOG vs SLV
+94.7%
+4.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.1% |
| 7D | +4.8% | -3.9% | +8.7% | +5.5% |
| 30D | -15.5% | -15.6% | +0.1% | -13.3% |
| 3M | -13.7% | -23.6% | +9.9% | -10.3% |
| 6M | -23.0% | -42.6% | +19.6% | -16.5% |
| YTD | -5.7% | -30.0% | +24.3% | -5.3% |
| 1Y | +3.0% | -6.6% | +9.6% | -3.7% |
| 3Y | +122.4% | +121.8% | +0.6% | +68.5% |
| 5Y | +99.2% | +92.7% | +6.6% | +48.9% |
| All | +99.2% | +94.7% | +4.6% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling