+457.2%
GS vs SLV
+163.3%
+293.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +1.0% |
| 7D | +1.6% | +3.7% | -2.1% | +1.0% |
| 30D | +1.7% | -15.2% | +16.8% | +4.1% |
| 3M | -11.6% | -21.8% | +10.2% | -8.5% |
| 6M | -1.9% | -36.3% | +34.4% | +4.1% |
| YTD | +5.1% | -27.8% | +32.9% | +6.9% |
| 1Y | +16.4% | +1.5% | +14.9% | +12.5% |
| 3Y | +199.0% | +128.5% | +70.4% | +156.4% |
| 5Y | +157.4% | +103.2% | +54.2% | +120.9% |
| 10Y | +457.2% | +164.7% | +292.5% | +314.8% |
| All | +457.2% | +163.3% | +293.9% | +314.8% |
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