+110.0%
SLV vs CSGP
-62.1%
+172.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -0.7% | +13.9% | -14.6% | -1.3% |
| 30D | -15.4% | +16.0% | -31.4% | -16.2% |
| 3M | -16.3% | +6.1% | -22.4% | -16.8% |
| 6M | -28.8% | -8.2% | -20.6% | -28.6% |
| YTD | -27.1% | -52.3% | +25.2% | -22.8% |
| 1Y | +7.5% | -54.5% | +62.0% | +14.4% |
| 3Y | +121.2% | -58.6% | +179.7% | +134.7% |
| 5Y | +110.0% | -61.5% | +171.5% | +130.8% |
| All | +110.0% | -62.1% | +172.0% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling