+171.1%
SLV vs CSGP
+63.3%
+107.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.2% |
| 7D | +5.1% | +1.3% | +3.8% | +5.0% |
| 30D | -12.9% | +10.7% | -23.6% | -13.9% |
| 3M | -16.1% | +3.3% | -19.4% | -16.6% |
| 6M | -33.2% | -10.3% | -22.8% | -33.0% |
| YTD | -27.2% | -54.6% | +27.3% | -22.1% |
| 1Y | +7.6% | -54.6% | +62.3% | +15.1% |
| 3Y | +122.3% | -60.3% | +182.7% | +138.7% |
| 5Y | +109.7% | -63.3% | +173.0% | +125.9% |
| All | +171.1% | +63.3% | +107.8% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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