+165.7%
SLV vs CG
+10.1%
+155.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.3% | -4.3% | +4.0% | +0.4% |
| 30D | +6.7% | -5.1% | +11.8% | +7.5% |
| 3M | -10.7% | +8.7% | -19.4% | -12.0% |
| 6M | -20.6% | -9.2% | -11.4% | -19.7% |
| YTD | -7.1% | -18.9% | +11.7% | -4.7% |
| 1Y | +62.0% | -25.6% | +87.6% | +67.9% |
| 3Y | +169.8% | +57.3% | +112.6% | +148.4% |
| All | +165.7% | +10.1% | +155.6% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling