+186.8%
GS vs SLV
+121.2%
+65.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.3% |
| 7D | -6.3% | -0.7% | -5.6% | -6.2% |
| 30D | -3.1% | -15.4% | +12.2% | -0.5% |
| 3M | -17.7% | -16.3% | -1.4% | -15.3% |
| 6M | -4.6% | -28.8% | +24.2% | +0.2% |
| YTD | +0.3% | -27.1% | +27.5% | +0.5% |
| 1Y | +11.7% | +7.5% | +4.2% | +3.5% |
| All | +186.8% | +121.2% | +65.7% | +126.9% |
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