+141.0%
GS vs SLV
+110.9%
+30.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.4% |
| 6M | -4.6% | -28.8% | +24.2% | +0.2% |
| YTD | +0.3% | -27.1% | +27.5% | +1.2% |
| 1Y | +11.7% | +7.5% | +4.2% | +4.8% |
| 3Y | +183.6% | +121.2% | +62.4% | +131.9% |
| 5Y | +141.0% | +110.0% | +31.0% | +84.6% |
| All | +141.0% | +110.9% | +30.0% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling