+123.4%
GOOGL vs SLV
+132.0%
-8.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.8% |
| 7D | +3.3% | +5.6% | -2.4% | +2.5% |
| 30D | -18.1% | -12.1% | -5.9% | -16.7% |
| 3M | -18.6% | -16.3% | -2.3% | -16.9% |
| 6M | -28.0% | -34.1% | +6.0% | -24.3% |
| YTD | -7.8% | -25.3% | +17.5% | -8.7% |
| 1Y | +3.6% | +9.6% | -6.0% | -6.6% |
| 3Y | +123.4% | +132.7% | -9.3% | +74.9% |
| All | +123.4% | +132.0% | -8.6% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling