+261.0%
SLV vs GDDY
+381.9%
-120.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.0% | -8.3% | -5.5% |
| 7D | -5.0% | -7.0% | +2.0% | -4.6% |
| 30D | -1.8% | +6.2% | -8.0% | -2.3% |
| 3M | -0.3% | +20.0% | -20.3% | -1.9% |
| 6M | -28.2% | +6.8% | -35.0% | -28.9% |
| YTD | -10.7% | -22.3% | +11.6% | -9.4% |
| 1Y | +53.7% | -33.5% | +87.2% | +58.1% |
| 3Y | +173.7% | +29.2% | +144.5% | +162.8% |
| 5Y | +161.5% | +28.1% | +133.4% | +149.3% |
| 10Y | +217.5% | +200.2% | +17.3% | +195.5% |
| All | +261.0% | +381.9% | -120.9% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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