+237.7%
SLV vs GAP
+112.7%
+125.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.5% |
| 7D | -1.1% | -9.3% | +8.3% | -0.5% |
| 30D | -14.2% | -5.5% | -8.7% | -13.9% |
| 3M | -20.3% | +3.5% | -23.8% | -20.6% |
| 6M | -40.2% | +0.7% | -40.9% | -40.4% |
| YTD | -27.6% | -13.4% | -14.2% | -27.4% |
| 1Y | +0.4% | -7.7% | +8.1% | +0.3% |
| 3Y | +129.4% | +74.4% | +54.9% | +116.2% |
| 5Y | +99.8% | +5.3% | +94.5% | +90.4% |
| 10Y | +183.2% | +4.7% | +178.6% | +155.3% |
| All | +237.7% | +112.7% | +125.0% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling