+104.2%
SLV vs CG
+351.2%
-246.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.3% | -4.3% | +4.0% | +0.2% |
| 30D | +6.7% | -5.1% | +11.8% | +7.3% |
| 3M | -10.7% | +8.7% | -19.4% | -11.7% |
| 6M | -20.6% | -9.2% | -11.4% | -19.9% |
| YTD | -7.1% | -18.9% | +11.7% | -5.3% |
| 1Y | +62.0% | -25.6% | +87.6% | +66.6% |
| 3Y | +169.8% | +57.3% | +112.6% | +153.6% |
| 5Y | +161.5% | +10.2% | +151.3% | +149.4% |
| 10Y | +224.4% | +364.2% | -139.8% | +181.4% |
| All | +104.2% | +351.2% | -246.9% | +69.6% |
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