+182.0%
SLV vs CG
+274.5%
-92.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -2.6% |
| 7D | -3.9% | -1.5% | -2.4% | -3.6% |
| 30D | -15.6% | +5.7% | -21.3% | -16.4% |
| 3M | -23.6% | -17.9% | -5.7% | -21.5% |
| 6M | -42.6% | -20.2% | -22.4% | -40.8% |
| YTD | -30.0% | -32.0% | +2.0% | -26.4% |
| 1Y | -6.6% | -27.0% | +20.4% | -2.8% |
| 3Y | +121.8% | +42.8% | +79.1% | +108.0% |
| 5Y | +92.7% | -23.4% | +116.1% | +90.7% |
| All | +182.0% | +274.5% | -92.5% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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