+174.7%
SLV vs GFI
+287.6%
-113.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.7% |
| 7D | -2.8% | -4.9% | +2.0% | -0.4% |
| 30D | -1.6% | +10.7% | -12.3% | -6.5% |
| 3M | -4.4% | +25.6% | -30.1% | -15.3% |
| 6M | -25.4% | -8.3% | -17.1% | -23.4% |
| YTD | -9.8% | +6.3% | -16.1% | -8.5% |
| 1Y | +53.8% | +22.1% | +31.7% | +49.0% |
| 3Y | +174.7% | +289.2% | -114.5% | +78.6% |
| All | +174.7% | +287.6% | -113.0% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling