+171.4%
SLV vs GD
+192.5%
-21.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -0.7% | -3.9% | +3.2% | -0.1% |
| 30D | -15.4% | +8.1% | -23.4% | -16.6% |
| 3M | -16.3% | -6.8% | -9.5% | -15.4% |
| 6M | -28.8% | +3.0% | -31.8% | -29.4% |
| YTD | -27.1% | +7.8% | -34.9% | -28.3% |
| 1Y | +7.5% | +5.8% | +1.7% | +6.1% |
| 3Y | +121.2% | +55.3% | +65.8% | +104.1% |
| 5Y | +110.0% | +96.7% | +13.3% | +87.0% |
| All | +171.4% | +192.5% | -21.0% | +130.1% |
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