+174.7%
SLV vs GILD
+108.6%
+66.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | -2.8% | -4.8% | +2.0% | -2.4% |
| 30D | -1.6% | +5.8% | -7.4% | -2.2% |
| 3M | -4.4% | +14.9% | -19.4% | -6.1% |
| 6M | -25.4% | -0.4% | -25.0% | -25.7% |
| YTD | -9.8% | +18.5% | -28.3% | -10.5% |
| 1Y | +53.8% | +25.1% | +28.7% | +52.2% |
| 3Y | +174.7% | +105.9% | +68.8% | +171.1% |
| All | +174.7% | +108.6% | +66.1% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 3y: compounded portfolio wealth divided by compounded GILD 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…
3y analysis · Full analysis span regression · 6 months rolling