+168.6%
SLV vs GFS
-3.7%
+172.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | +6.7% | -8.6% | +15.3% | +7.8% |
| 3M | -10.7% | -46.5% | +35.9% | -3.5% |
| 6M | -20.6% | -4.8% | -15.8% | -20.6% |
| YTD | -7.1% | +29.7% | -36.8% | -10.0% |
| 1Y | +62.0% | +35.8% | +26.1% | +56.2% |
| 3Y | +169.8% | -18.3% | +188.2% | +167.1% |
| All | +168.6% | -3.7% | +172.3% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling