+239.3%
SLV vs GAP
+112.3%
+127.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +5.1% | -3.8% | +8.9% | +5.3% |
| 30D | -12.9% | -9.0% | -3.9% | -12.5% |
| 3M | -16.1% | +5.5% | -21.5% | -16.5% |
| 6M | -33.2% | -11.1% | -22.1% | -33.0% |
| YTD | -27.2% | -13.6% | -13.7% | -27.1% |
| 1Y | +7.6% | -2.9% | +10.5% | +7.1% |
| 3Y | +122.3% | +69.6% | +52.7% | +109.9% |
| 5Y | +109.7% | +5.4% | +104.3% | +99.8% |
| 10Y | +168.4% | +17.8% | +150.6% | +139.1% |
| All | +239.3% | +112.3% | +127.1% | +140.7% |
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