+219.9%
SLV vs GFI
+1,066.8%
-847.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.5% |
| 7D | -2.8% | -4.9% | +2.0% | -1.2% |
| 30D | -1.6% | +10.7% | -12.3% | -4.8% |
| 3M | -4.4% | +25.6% | -30.1% | -11.6% |
| 6M | -25.4% | -8.3% | -17.1% | -23.7% |
| YTD | -9.8% | +6.3% | -16.1% | -9.3% |
| 1Y | +53.8% | +22.1% | +31.7% | +48.4% |
| 3Y | +174.7% | +289.2% | -114.5% | +86.7% |
| 5Y | +164.3% | +531.7% | -367.4% | +51.8% |
| All | +219.9% | +1,066.8% | -847.0% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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