+166.6%
SLV vs GFS
-3.9%
+170.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +2.5% | +2.6% | -0.1% | +2.1% |
| 30D | +3.3% | -16.4% | +19.6% | +5.6% |
| 3M | -3.6% | -41.6% | +38.0% | +3.0% |
| 6M | -21.8% | -3.7% | -18.1% | -21.9% |
| YTD | -7.8% | +29.3% | -37.1% | -10.6% |
| 1Y | +58.3% | +37.1% | +21.2% | +52.5% |
| 3Y | +182.6% | -22.1% | +204.7% | +181.0% |
| All | +166.6% | -3.9% | +170.5% | +168.9% |
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