+335.6%
SLV vs AG
+445.6%
-110.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | +6.7% | +19.2% | -12.5% | +0.6% |
| 3M | -10.7% | +6.2% | -16.8% | -12.8% |
| 6M | -20.6% | -26.7% | +6.1% | -12.9% |
| YTD | -7.1% | +26.1% | -33.3% | -12.3% |
| 1Y | +62.0% | +131.7% | -69.7% | +25.4% |
| 3Y | +169.8% | +255.3% | -85.5% | +70.1% |
| 5Y | +161.5% | +61.9% | +99.5% | +97.1% |
| 10Y | +224.4% | +72.0% | +152.4% | +99.6% |
| All | +335.6% | +445.6% | -110.1% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling