+218.9%
SLV vs AG
+57.4%
+161.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.4% |
| 7D | +2.5% | +4.5% | -2.0% | +0.9% |
| 30D | +3.3% | +12.9% | -9.6% | -1.3% |
| 3M | -3.6% | +20.9% | -24.5% | -10.3% |
| 6M | -21.8% | -19.5% | -2.3% | -16.4% |
| YTD | -7.8% | +24.8% | -32.6% | -12.8% |
| 1Y | +58.3% | +120.2% | -62.0% | +24.0% |
| 3Y | +182.6% | +279.0% | -96.4% | +73.7% |
| 5Y | +167.8% | +67.9% | +99.9% | +98.7% |
| 10Y | +218.9% | +57.5% | +161.4% | +124.8% |
| All | +218.9% | +57.4% | +161.5% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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