+248.8%
SLV vs DG
+606.1%
-357.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -0.3% | +8.4% | -8.7% | -0.9% |
| 30D | +6.7% | +4.9% | +1.7% | +6.3% |
| 3M | -10.7% | +29.3% | -40.0% | -12.6% |
| 6M | -20.6% | -11.3% | -9.3% | -20.0% |
| YTD | -7.1% | +1.8% | -8.9% | -7.3% |
| 1Y | +62.0% | +25.3% | +36.6% | +59.3% |
| 3Y | +169.8% | +9.1% | +160.7% | +164.9% |
| 5Y | +161.5% | -34.9% | +196.3% | +164.4% |
| 10Y | +224.4% | +108.2% | +116.3% | +206.9% |
| All | +248.8% | +606.1% | -357.3% | +163.7% |
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