+182.0%
SLV vs AG
+80.4%
+101.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +2.0% | -1.4% |
| 7D | -3.9% | -6.0% | +2.2% | -1.7% |
| 30D | -15.6% | -14.3% | -1.3% | -10.8% |
| 3M | -23.6% | -26.9% | +3.3% | -14.7% |
| 6M | -42.6% | -42.1% | -0.4% | -30.6% |
| YTD | -30.0% | -15.9% | -14.1% | -23.6% |
| 1Y | -6.6% | +11.5% | -18.1% | -7.0% |
| 3Y | +121.8% | +208.0% | -86.1% | +49.2% |
| 5Y | +92.7% | +2.4% | +90.2% | +69.6% |
| All | +182.0% | +80.4% | +101.6% | +94.0% |
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