+171.0%
SLV vs DG
+631.4%
-460.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | +3.7% | +5.2% | -1.5% | +3.3% |
| 30D | -15.2% | +7.9% | -23.1% | -15.7% |
| 3M | -21.8% | +12.7% | -34.5% | -22.6% |
| 6M | -36.3% | +22.4% | -58.8% | -37.5% |
| YTD | -27.8% | +5.4% | -33.3% | -28.2% |
| 1Y | +1.5% | +39.4% | -37.9% | -0.9% |
| 3Y | +128.5% | +24.1% | +104.4% | +122.3% |
| 5Y | +103.2% | -32.2% | +135.4% | +104.7% |
| 10Y | +164.7% | +111.8% | +52.9% | +149.8% |
| All | +171.0% | +631.4% | -460.4% | +104.1% |
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 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