+235.3%
SLV vs GAP
+28.3%
+207.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +6.8% | +2.5% |
| 7D | +2.8% | -3.2% | +6.0% | +2.9% |
| 30D | +2.2% | -0.7% | +2.9% | +2.2% |
| 3M | +2.9% | -0.5% | +3.4% | +2.8% |
| 6M | -22.4% | -5.0% | -17.4% | -22.4% |
| YTD | -5.7% | -14.7% | +8.9% | -5.5% |
| 1Y | +63.3% | -8.6% | +72.0% | +63.1% |
| 3Y | +189.0% | +108.4% | +80.6% | +175.6% |
| 5Y | +172.7% | +5.8% | +166.9% | +162.7% |
| 10Y | +235.3% | +29.6% | +205.6% | +196.3% |
| All | +235.3% | +28.3% | +207.0% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GAP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling