+227.8%
SLV vs DG
+108.0%
+119.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | -0.4% |
| 7D | +2.5% | -2.5% | +5.0% | +2.7% |
| 30D | +3.3% | +1.0% | +2.2% | +3.1% |
| 3M | -3.6% | +20.3% | -23.9% | -5.4% |
| 6M | -21.8% | -11.7% | -10.1% | -21.1% |
| YTD | -7.8% | -2.3% | -5.5% | -7.6% |
| 1Y | +58.3% | +20.0% | +38.3% | +56.1% |
| 3Y | +182.6% | +7.2% | +175.3% | +177.5% |
| 5Y | +167.8% | -37.9% | +205.7% | +173.6% |
| All | +227.8% | +108.0% | +119.9% | +212.4% |
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