+175.9%
SLV vs AG
+77.4%
+98.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +1.0% |
| 7D | +5.6% | +10.8% | -5.2% | +1.7% |
| 30D | -12.1% | -8.2% | -4.0% | -9.4% |
| 3M | -16.3% | -13.7% | -2.6% | -11.9% |
| 6M | -34.1% | -27.3% | -6.8% | -26.6% |
| YTD | -25.3% | -4.6% | -20.7% | -22.2% |
| 1Y | +9.6% | +39.4% | -29.8% | +1.2% |
| 3Y | +132.7% | +244.1% | -111.4% | +50.2% |
| 5Y | +113.7% | +16.8% | +96.9% | +79.5% |
| 10Y | +175.9% | +71.7% | +104.2% | +84.7% |
| All | +175.9% | +77.4% | +98.5% | +84.7% |
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