+3,151.7%
GOOG vs SLV
+363.7%
+2,788.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -6.8% | +6.7% | -13.5% | -7.6% |
| 3M | -9.1% | -10.7% | +1.6% | -8.1% |
| 6M | +10.7% | -20.6% | +31.3% | +13.1% |
| YTD | +7.1% | -7.1% | +14.2% | +5.7% |
| 1Y | +44.6% | +62.0% | -17.4% | +33.1% |
| 3Y | +147.4% | +169.8% | -22.4% | +113.7% |
| 5Y | +133.8% | +161.5% | -27.6% | +101.1% |
| 10Y | +777.5% | +224.4% | +553.1% | +629.4% |
| All | +3,151.7% | +363.7% | +2,788.0% | +2,290.1% |
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