+103.2%
SLV vs GFS
-30.9%
+134.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | +3.7% | -5.3% | +9.0% | +4.3% |
| 30D | -15.2% | -15.8% | +0.6% | -13.3% |
| 3M | -21.8% | -18.6% | -3.1% | -19.8% |
| 6M | -36.3% | -45.0% | +8.6% | -31.5% |
| YTD | -27.8% | +16.8% | -44.6% | -29.3% |
| 1Y | +1.5% | +17.8% | -16.3% | -0.7% |
| 3Y | +128.5% | -21.5% | +150.0% | +128.0% |
| 5Y | +103.2% | -29.3% | +132.6% | +101.4% |
| All | +103.2% | -30.9% | +134.1% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling