+164.7%
SLV vs CG
+308.6%
-143.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.2% |
| 7D | +3.7% | +2.0% | +1.7% | +3.3% |
| 30D | -15.2% | +8.5% | -23.7% | -16.2% |
| 3M | -21.8% | -12.1% | -9.6% | -20.4% |
| 6M | -36.3% | -16.4% | -19.9% | -34.9% |
| YTD | -27.8% | -28.0% | +0.1% | -24.9% |
| 1Y | +1.5% | -18.9% | +20.4% | +4.1% |
| 3Y | +128.5% | +51.2% | +77.3% | +112.6% |
| 5Y | +103.2% | -15.9% | +119.1% | +98.5% |
| 10Y | +164.7% | +305.9% | -141.2% | +131.4% |
| All | +164.7% | +308.6% | -143.9% | +131.4% |
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