+173.3%
SLV vs DG
+612.5%
-439.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.1% |
| 7D | +5.1% | +1.1% | +4.0% | +5.0% |
| 30D | -12.9% | +9.5% | -22.4% | -13.6% |
| 3M | -16.1% | +5.5% | -21.5% | -16.5% |
| 6M | -33.2% | +16.1% | -49.3% | -34.2% |
| YTD | -27.2% | +2.7% | -29.9% | -27.5% |
| 1Y | +7.6% | +42.1% | -34.5% | +4.9% |
| 3Y | +122.3% | +19.3% | +103.1% | +117.0% |
| 5Y | +109.7% | -35.3% | +145.1% | +112.0% |
| 10Y | +168.4% | +123.9% | +44.5% | +152.6% |
| All | +173.3% | +612.5% | -439.2% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling