+218.9%
SLV vs CG
+345.5%
-126.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +3.3% | -3.2% | +6.4% | +3.7% |
| 3M | -3.6% | +6.2% | -9.8% | -4.6% |
| 6M | -21.8% | -4.7% | -17.2% | -21.5% |
| YTD | -7.8% | -20.6% | +12.8% | -5.3% |
| 1Y | +58.3% | -26.4% | +84.6% | +64.1% |
| 3Y | +182.6% | +55.4% | +127.2% | +161.4% |
| 5Y | +167.8% | +9.8% | +158.0% | +152.5% |
| 10Y | +218.9% | +341.4% | -122.5% | +168.9% |
| All | +218.9% | +345.5% | -126.7% | +168.9% |
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