+799.2%
GS vs SLV
+363.7%
+435.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.9% | -0.3% | +1.3% | +1.0% |
| 30D | -1.6% | +6.7% | -8.3% | -2.7% |
| 3M | -4.5% | -10.7% | +6.2% | -2.9% |
| 6M | +20.9% | -20.6% | +41.5% | +24.7% |
| YTD | +19.9% | -7.1% | +27.0% | +17.8% |
| 1Y | +41.4% | +62.0% | -20.6% | +25.9% |
| 3Y | +239.2% | +169.8% | +69.3% | +174.1% |
| 5Y | +185.0% | +161.5% | +23.6% | +128.9% |
| 10Y | +655.0% | +224.4% | +430.6% | +463.3% |
| All | +799.2% | +363.7% | +435.5% | +389.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling