+241.3%
SLV vs AG
+294.5%
-53.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.7% |
| 7D | +5.1% | +6.3% | -1.2% | +3.0% |
| 30D | -12.9% | -8.9% | -4.0% | -10.2% |
| 3M | -16.1% | -12.2% | -3.9% | -12.6% |
| 6M | -33.2% | -28.3% | -4.9% | -25.8% |
| YTD | -27.2% | -8.8% | -18.4% | -23.6% |
| 1Y | +7.6% | +39.4% | -31.7% | -1.0% |
| 3Y | +122.3% | +229.4% | -107.1% | +45.8% |
| 5Y | +109.7% | +14.5% | +95.2% | +77.3% |
| 10Y | +168.4% | +82.7% | +85.7% | +64.6% |
| All | +241.3% | +294.5% | -53.2% | +18.2% |
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