+60.0%
SLV vs CG
+281.3%
-221.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +5.1% | -1.2% | +6.3% | +5.2% |
| 30D | -12.9% | +5.0% | -17.9% | -13.5% |
| 3M | -16.1% | -18.2% | +2.1% | -14.2% |
| 6M | -33.2% | -20.7% | -12.5% | -31.5% |
| YTD | -27.2% | -31.4% | +4.2% | -24.3% |
| 1Y | +7.6% | -22.3% | +29.9% | +10.5% |
| 3Y | +122.3% | +50.2% | +72.2% | +110.8% |
| 5Y | +109.7% | -22.1% | +131.8% | +107.2% |
| 10Y | +168.4% | +295.5% | -127.1% | +137.4% |
| All | +60.0% | +281.3% | -221.3% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling