+241.4%
SLV vs GD
+750.1%
-508.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.7% | +5.6% |
| 7D | -3.9% | +3.0% | -6.8% | -4.5% |
| 30D | -14.5% | +10.5% | -25.0% | -16.2% |
| 3M | -12.4% | -5.0% | -7.4% | -11.7% |
| 6M | -28.5% | +5.5% | -34.0% | -29.4% |
| YTD | -26.8% | +10.3% | -37.1% | -28.4% |
| 1Y | +10.3% | +8.2% | +2.2% | +8.3% |
| 3Y | +122.2% | +59.0% | +63.2% | +101.8% |
| 5Y | +114.4% | +104.3% | +10.1% | +85.1% |
| 10Y | +170.1% | +202.4% | -32.3% | +110.1% |
| All | +241.4% | +750.1% | -508.6% | +92.8% |
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