+158.2%
SLV vs GFS
-2.1%
+160.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -5.0% | +3.2% | -8.2% | -5.4% |
| 30D | -1.8% | -9.6% | +7.8% | -0.5% |
| 3M | -0.3% | -38.5% | +38.2% | +5.8% |
| 6M | -28.2% | -1.3% | -26.9% | -28.5% |
| YTD | -10.7% | +31.8% | -42.5% | -13.7% |
| 1Y | +53.7% | +44.6% | +9.1% | +47.3% |
| 3Y | +173.7% | -20.6% | +194.3% | +171.4% |
| All | +158.2% | -2.1% | +160.3% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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