+319.4%
SLV vs GH
+473.1%
-153.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -5.2% |
| 7D | -5.0% | -1.2% | -3.8% | -5.0% |
| 30D | -1.8% | -3.7% | +1.9% | -1.6% |
| 3M | -0.3% | +21.7% | -22.0% | -1.5% |
| 6M | -28.2% | +75.7% | -103.9% | -30.6% |
| YTD | -10.7% | +55.7% | -66.4% | -13.3% |
| 1Y | +53.7% | +181.1% | -127.4% | +44.5% |
| 3Y | +173.7% | +371.6% | -197.9% | +147.2% |
| 5Y | +161.5% | +23.2% | +138.3% | +144.8% |
| All | +319.4% | +473.1% | -153.7% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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