+111.9%
SLV vs FGI
-68.3%
+180.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | +0.3% |
| 7D | -1.1% | +6.9% | -8.0% | -1.1% |
| 30D | -14.2% | +3.9% | -18.1% | -14.2% |
| 3M | -20.3% | +74.3% | -94.6% | -21.2% |
| 6M | -40.2% | +28.9% | -69.1% | -40.7% |
| YTD | -27.6% | +39.1% | -66.7% | -28.9% |
| 1Y | +0.4% | +49.3% | -48.9% | -1.6% |
| 3Y | +129.4% | +5.7% | +123.6% | +121.2% |
| All | +111.9% | -68.3% | +180.1% | +107.0% |
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