+182.0%
SLV vs DG
+105.9%
+76.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.1% |
| 7D | -3.9% | -2.5% | -1.4% | -3.7% |
| 30D | -15.6% | +7.7% | -23.3% | -16.2% |
| 3M | -23.6% | +13.1% | -36.7% | -24.5% |
| 6M | -42.6% | +32.0% | -74.6% | -44.1% |
| YTD | -30.0% | +3.3% | -33.3% | -30.2% |
| 1Y | -6.6% | +31.7% | -38.3% | -8.6% |
| 3Y | +121.8% | +21.7% | +100.1% | +115.8% |
| 5Y | +92.7% | -34.7% | +127.4% | +95.8% |
| All | +182.0% | +105.9% | +76.1% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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