+161.5%
SLV vs GFI
+515.1%
-353.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -4.1% |
| 7D | -5.0% | -5.1% | +0.1% | -2.9% |
| 30D | -1.8% | +13.4% | -15.2% | -6.9% |
| 3M | -0.3% | +36.2% | -36.5% | -12.9% |
| 6M | -28.2% | -9.8% | -18.4% | -25.9% |
| YTD | -10.7% | +7.7% | -18.4% | -10.5% |
| 1Y | +53.7% | +27.2% | +26.5% | +45.7% |
| 3Y | +173.7% | +300.3% | -126.6% | +73.3% |
| 5Y | +161.5% | +539.8% | -378.3% | +31.9% |
| All | +161.5% | +515.1% | -353.7% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling