+333.1%
SLV vs GD
+733.3%
-400.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -0.3% | -5.3% | +4.9% | +0.7% |
| 30D | +6.7% | -6.4% | +13.1% | +8.0% |
| 3M | -10.7% | +5.7% | -16.4% | -11.7% |
| 6M | -20.6% | -0.9% | -19.7% | -20.6% |
| YTD | -7.1% | +8.2% | -15.3% | -8.7% |
| 1Y | +62.0% | +13.4% | +48.6% | +57.7% |
| 3Y | +169.8% | +68.5% | +101.3% | +142.5% |
| 5Y | +161.5% | +97.2% | +64.3% | +127.5% |
| 10Y | +224.4% | +190.2% | +34.2% | +154.9% |
| All | +333.1% | +733.3% | -400.2% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling