+111.1%
SLV vs FGI
-70.0%
+181.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | +3.7% | -4.1% | +7.8% | +3.7% |
| 30D | -15.2% | -3.4% | -11.8% | -15.1% |
| 3M | -21.8% | +61.8% | -83.5% | -22.5% |
| 6M | -36.3% | +17.0% | -53.4% | -36.8% |
| YTD | -27.8% | +31.4% | -59.3% | -29.1% |
| 1Y | +1.5% | +42.7% | -41.2% | -0.6% |
| 3Y | +128.5% | -0.1% | +128.6% | +120.5% |
| All | +111.1% | -70.0% | +181.1% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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