+333.1%
SLV vs GAP
+120.0%
+213.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -0.3% | -4.5% | +4.1% | -0.1% |
| 30D | +6.7% | +9.0% | -2.4% | +6.0% |
| 3M | -10.7% | +5.0% | -15.7% | -11.1% |
| 6M | -20.6% | -17.8% | -2.8% | -20.0% |
| YTD | -7.1% | -10.4% | +3.3% | -7.0% |
| 1Y | +62.0% | -3.4% | +65.4% | +61.2% |
| 3Y | +169.8% | +111.5% | +58.3% | +151.1% |
| 5Y | +161.5% | +8.8% | +152.6% | +148.5% |
| 10Y | +224.4% | +32.9% | +191.5% | +185.7% |
| All | +333.1% | +120.0% | +213.1% | +206.7% |
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