+185.8%
GS vs SLV
+120.9%
+64.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -3.2% | +5.1% | -8.3% | -4.0% |
| 30D | -2.4% | -12.9% | +10.5% | -0.2% |
| 3M | -15.7% | -16.1% | +0.3% | -13.4% |
| 6M | -6.8% | -33.2% | +26.4% | -1.4% |
| YTD | -0.1% | -27.2% | +27.2% | +0.1% |
| 1Y | +12.1% | +7.6% | +4.5% | +3.9% |
| 3Y | +185.8% | +122.3% | +63.4% | +126.2% |
| All | +185.8% | +120.9% | +64.9% | +126.2% |
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