+175.8%
SLV vs GD
+165.7%
+10.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -5.8% | +2.7% | -8.5% | -6.3% |
| 30D | -12.1% | +8.6% | -20.7% | -13.5% |
| 3M | -24.1% | -7.1% | -17.1% | -23.3% |
| 6M | -44.4% | +7.5% | -51.8% | -45.2% |
| YTD | -31.5% | +9.9% | -41.4% | -32.8% |
| 1Y | -6.9% | +7.6% | -14.5% | -8.4% |
| 3Y | +116.0% | +56.2% | +59.8% | +98.9% |
| 5Y | +88.4% | +100.6% | -12.2% | +66.9% |
| All | +175.8% | +165.7% | +10.1% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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